Right, and that leads us back to the more-generalized (but very classic) cui bono? Who gets the benefits?
The premise of the scary banner has to be that the first time the user has ever seen it is when there is actually something wrong.
This is, of course, fully incompatible with the corporate incentive to present the scary banner whenever an honest third party hasn't paid them the danegeld or satisfied a bureaucratic process documented by Franz Kafka. If the thing you care about is actually security.