ccing @SomeRandomDeveloper for your information (as the dev that implemented T326056)

I think this would be a good idea, but I'm not sure how the technical implementation in MW would look like.
This could definitely be implemented on-wiki via a JavaScript gadget though.

This needs something like action=preload, but as far as I can tell action=preload only preloads text from an existing page, whereas what's needed here is to preload the link it suggests ($2 I think from the error message), plus ideally retaining any text outside the redirect link such as comments or redirect templates that the user might have added.