You're conflating a bunch of different things here. The main issue being discussed right now is: storing your crypto on exchanges is risky, so don't do it.
His cigarette comparison is spot on.
After all you also need to read and sign that you have knowledge when opening a brokerage account too.
We are a safe society. Sane default is build (more or less) so lifing is safe for us.
Do I need a warning label that cereal (plenty of them) are just sugar treats? I don't clearly plenty others do.
Yes, and put them in generic brown bag please.