That's indeed a good idea, we definitely share the same thought process as you, because we built AntiPhish.AI exactly in the way you described it. It is a Chrome extension specifically for gmail inbox security, it gives red flags when it see any scam attempts.

About the privacy concerns, we gave a lot of thought about it as well, for now we just pass everything to openai and leave nothing in our system, but in the future we think the best way to handle privacy is open source AntiPhish.AI so that everyone can self-host their own anti-phishing solution.