there's a million different things you can do. You can simply strip out all links. You can strip out links and only allow white-listed links, etc. Once the site has been vetted then it could be allowed to be clicked on. Or you can just have a big javascript alert box that said "Remember, you are clicking on a link that is unvetted and it could steal your credentials. Be careful." I don't know, be creative.
Anything that will wake people up and stop them from just blindly clicking on things. For a financial institution like Coinbase where a hacker could compromise the security of the entire company, it doesn't seem completely unreasonable.