I really like it because I think too often some of these important messages, despite being in red in many cases, are overlooked.
We get new database photos attached to other current photos as a thread instead of being added to the actual entry all the time, this kind of in-your-face warning should really help to get people to actually read the message before proceeding ahead. With ATP growing with new members, functions need to be clear to avoid having admin stumble upon (or other people pointing out) errors that need fixing because instructions weren't read. You may not feel it's needed for some of the messages you get but doing it system wide for all warning messages is very helpful overall. And eventually, you get used to it and may actually end up ignoring it all together.
Scared me too, first time. 
