If theres a prompt like that then its a cautious already.
I think Trustwallet works closely with the contract security auditing companies AvengerDAO and Hashdit. You can find out the malicious level of the contract address you want to link to from the announcement history of these two companies.
So this warning sign from Trustwallet is legit? I just know that there are like these already on trust. A bit impressive if they can advise users or warn about impending connection to a malicious site. Users might be think twice before connecting their accounts.