Ok. I'm not sure would the "Warning! Trade with extreme caution!" help that much as there are tons of red flags anyway in those dealings. Users falling for those scams are likely not reading much of anything, so how big are chances they'd notice or care about some warnings. I'd guess that people fall on scams like those that are on other websites, too. There simply isn't a way to protect some people from getting scammed.

E.g. in #bitcoin-otc people sometimes got scammed even though they knew perfectly well how to defend themselves against getting scammed. Most often the reason was laziness -- a simple command to a bot would've revealed a scammer. A bot warned about most of the scammers, but still people fell on simple stuff. And bot warns about Paypal and CC's, still people get scammed by chargebackers, and so on..