Yea, a small pop up window that warns you should do the trick. They can give you like a few seconds to turn back and if you don't do that you simply drop your leve.

If they change the graphics it would just look odd, like in WoW. You could see when you were changing maps, but it just didn't look right.

Edit: Good post by the way. Someone with a problem and an idea how to fix it without going into berserk/emo mode. We need more of those!