A better response would be to tell them you are done trying to convince them because you own the responsibility and consequences of the decision. "You're out of your depth" is an insult and is intended to be one.
If you're not actually out of your depth, you won't be insulted by it.
I don't get insulted when someone says I'm stupid. Because that is not true, and I know it isn't true. It isn't the things we know to be untrue that insults us - it's the things that we know to be true, that we can't accept - or even worse - can't see about ourselves that insult us.
Isn't this the point of the previous comment? That the WN thinks they're not out of their depth and can't see that about themselves. So it is an insult from that perspective.
To me, your proposal sounds more like a band-aid, instead of treating the core ailment: someone who won't recognize their own fallibility.
Perhaps it can't be "treated", and we just have to make do with such "band aids". But wouldn't it be more productive if we could just get to the root of it?