One pilot’s expensive is another pilot’s pocket change. That means to make this meaningful for a significant population, this option would need to not just be something folks can opt out of (because plenty of players hate warning messages period), but would need to be adjustable by the pilot to their designated threshold. To date, CCP has not deployed any adjustable warning messages, which makes this an unlikely development unless they overhaul their warning system in some fashion (as that appears to be a base limitation on their current configuration).
What you can look at in the meantime is a service like Pod Protect - Instant notification if you’re in the wrong ship for your implants (which is not free) or, as the rest of us do, train yourself to verify your pod before undocking or strapping on a ship.