I would prefer just having a warning before teleing so you have a backup incase you accidently click it as I did when I lost a ton.
If anything, this would be good, but nothing that protects the person when they actually get into the wild. The whole point of the wild is you risk dying, nothing should alter that, no matter if you are trying to pvm or be a roleplayer doing clue scrolls etc, you are at risk.