I didn't really mind it much initially either. Took some getting used to. But I didn't mind it much. And I don't mind it now. It may be bothersome to some people. And yes, it isn't really needed.
Yes, it is really needed. I am very small time here, only picking up some small deals from time to time, i don't deal in pricy stuff or anything of significant value, yet 4 persons tried directly to scam me. So imagine how bad it is for bigger players.
I also reported a couples of impersonators that were posting in someone else's thread, impersonating the OP, "reducing the price for a quick deal" and giving a BTC address, then also sometime sending PM to the people who had replied to the thread to raise their changes. The warning is here to prevent mostly this.
Its a necessary evil, one that a new account can get rid of quickly and if you are legit, it does not even apply to you, since it merely say "If you were expecting a veteran user, then this is not that person."