The warning prompt would of course not appear if you click the Create Thread/Preview/Submit buttons.
I understand some communities may find this annoying, so it could be an option that could be toggled in the Admin CP.
I found a jQuery plugin that could achieve this, would be nice if it was a core feature:
codedance/jquery.AreYouSure · GitHub
Demo of the above script:
Demo: Are You Sure? - a dirty forms jQuery Plugin