Maybe that's already something that people do, and the banner does nothing. Or maybe it's not something people do, and maybe some people start doing it, and then the banner does something.
That should answer your question: "What’s with the warning on the top?"
Perhaps you expected a list of all sorts of interactions between this website and that website, but I doubt the project volunteers kept a ledger to share that with you and that in itself would incite reverse brigading which solves nothing.
As for how you haven't heard of them before, that is a bit surprising. They have been mentioned here plenty of times.
HN being user-driven means they are an amplification and legitimisation vector for anyone who figures out how to abuse it. It's not an easy problem to solve, and I don't think any organisation (commercial, or otherwise) has really found a way to deal with this.
As a human side-effect, most people will either have to have experienced it themselves, or have this as part of their job to understand the issue at all, and will either deny it or assume it's exaggerated. Even those that are on the instigating side will not have a concept of the impact until it inevitably happens to them (as is common in that ecosystem).
Considering the amount of visitors on HN, it's possible you've never seen or met anyone matching the described behaviour (in the linked pages). But the people on the receiving end might not want to warn for the thousands of people it doesn't apply to, but rather the ones where it does.
Say it's only 10% of 1000 visitors matching the HN referrer, that's still 100 people against a handful of volunteers. If only 10 of those think it's funny to SWAT them, or send them things they didn't order, all day, every day, that's enough to warrant such a warning.