I'm pretty sure the majority of users do not check bitcointalk for wallet warnings. They tend to show up after they're hacked.

Assume the hacked ones downloaded electrum from the proper place and verified the download. I'm sure they never expected a message from the wallet to update, to be anything but above board.

Yes, I agree people should have disregarded the message and went to electrum.org to get and verify the new version. You can't fairly make this a comparison to Nigerian and Microsoft scams. It was unexpected and pretty damned slick.

Its all about trust. No one wants to entrust their bitcoins to dodgy software.