My guess is to weed out the idiots.
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FYI to the OP: using discord to link image to a forum post won't last long. They're no longer visible by the time I wrote this (to inform you).
The in-game warning says, "If you receive a Tell containing a URL to a website from a random player, please check the contents carefully since there is a high possibility that it is a phishing site." Which covers every case. Going even further than that, they link to a lodestone post that gives several examples, including the one OP is talking about. All of the information is there every time you log in if people bother to read.
not sure which is worse that people still do phishing links or that people are still stupid enough to fall for them
who we kidding its absolutely the latter