>You would never pay someone to tell you not to do something you want to do.
It's probably not the best idea to tell people what they will and will not do. A more accurate phrasing would have been:
> I would never pay someone to tell me not to do something I want to do.
That aside, I definitely would tell the state to warn me about things I want to do, if there's a good basis behind that warning. I would also pay the state to tell others who may have not had made the time/effort to research it.
This isn't limited to the state. People often pay professionals who in turn advise them not to do what they want to do - lawyers, nutritionists, doctors, therapists, tax professionals, real estate professionals, etc.