I think the trouble is information overload is a bit of a thing in this case. It's information that is 99% of the time useless, except the one time it isn't. But also, to an informed user is much less of a threat - the threat is anyone you interact with getting compromised.

EDIT: Like an analytics based approach would probably be far more useful - popping up a confirmation for example if GeoIP shows a device is far removed from all the others, which for most people would be true unless they were traveling.