Yes, but if Banksy himself advertises the auction and provides the proof that the NFT is issue by him, then there is no confusion. Imagine if Banksy interviews with CNN and advertises his auction. Or Youtube or in person in an event.

Beeple did just that.

But, I get what you're saying. There is a verification process to traditional art as well. You cannot simply impersonate Banksy and call Sotheby's, they need to verify you are actually Banksy.