Why do you want warning messages?

Eureka is heavily focused on hard grinding and death penalty and all the things attached, that is one kind of play style some people like to have and the game were missing until now. If you don't like grinding, don't like death penalty, and don't like deleveling, Eureka maybe isn't a part of the game you will like much.

XIV amazes me for the millions of different things you can do there, whatever your likes of a MMO are, here you can find the thing you can enjoy at its fullest. Never saw a MMO so much comprehensive as this. Eureka is clearly targeted to a given play style. Asking for the message haven't sense for the play style it is intended to have there. The fact your level and everything are separated from the rest of the game wasn't by accident.