This max be limit while player is taking a deposit bonus is a standard thing, afaik almost all sites has similar terms.
Afaik there is no sites has such pop up message to notify players when they are going to bet above the limit.
Indeed it will be better if there is such pop up message, but IMO you cant blame the site if you break the terms while you are playing with the deposit bonus.
Once you decided to take the bonus, what you need to do is to read and understand all of the terms related to the bonus.
Anyway, sorry for your bad experience in this site but I believe you'll get the same experience (all winnings is gone) on other sites if you break the rule/term.