I agree that our choices should not be limited to protect us.

However, we need a better solution than pop-up warnings. I guarantee that you have clicked through a pop-up warning that was standing between you and the thing that you wanted to do (as have I, and everyone else who has used a computer for more than a day). We very quickly learn that most warnings aren't going to affect us, and that they're just saying "are you sure" to things that we're already sure of.

We've all selected a file, hit the delete key, got the pop-up saying "are you sure you want to delete wrong_file.txt", hit "yes" (because we always have to hit yes after hitting delete), then looked at the outcome and thought "oh, that was the wrong file" too late...

Which is why the default is often move to trash these days, or includes an undo option for a bit instead of a confirmation dialog.

But some actions are pretty hard to undo (eg installing malware), so the issue in general stands.