To be frank, I don't know why that warning should appear when newbies send DMs to high ranked accounts. It should be to alert fellow newbies who, understandably, aren't experienced here yet. As for veteran accounts, we should know better when newbie accounts DM us, expectedly.
And yet, shit still happens, even to veteran users, which is why it was added. It doesn't hurt to have that warning visible to all users.

Anyway, the question has been answered, so I'm locking this and moving it to Meta where it should've been, since it is related to the forum.