Ticking "Include all templates and transcluded pages" when doing an import should require some kind of confirmation. People have done this accidentally from time to time (most recently https://en.wikipedia.org/wiki/Wikipedia:Administrators%27_noticeboard#Cleanup_for_an_import_booboo), and it is a complete pain to undo.
Ideally it would list the pages you are going to import, and say "are you sure you want to import these pages" before continuing.
I've cleaned up after an accidental import with templates that imported more stuff than it should over at https://dev.miraheze.org as well. It's not specific to Wikimedia.
It isn't, but outside Wikimedia you are far more likely to want to check that box, in particular I'm thinking of smaller wikis copying baseline templates from Wikipedia.
That being said, I didn't realize you've proposed a softer warning than what HouseBlaster wrote on-wiki. I have no objections to what you've written.