I don't really understand your concern. Why is it too late if you have received one of those messages? You don't have to open it. In fact you can delete the message unopened, while the other party can clearly see that you didn't open it.
You don't just ignore it. You deal with it.
The point is to spare the other party the hassle of having to think about their opsec after-the-fact, not to trap them in a setting they don't want.
On the topic of unsolicited messages though, I prefer to tackle the problem at the source - it shouldn't be possible to message me at all if I haven't given you an invitation to do so, and invitations should be individually revocable. (This would be a big departure from the familiar phone number model, of course)
Technical reasons don't trump social and human reasons. There's a compromise somewhere.