At least the versions I remember had a really bad UX for marking keys as trusted.

The correct operation for (even locally) marking "this key belongs to person X" is signing the key. Marking it as "trusted" indicates "this key is a CA that can create statements who other keys belong to", but it's easier to find/"understand".

So if you haven't first studied the details of the security model and terminology, you just start increasing the trust level on the key of your communication partner until the warnings go away, not realizing that by doing this, you've made that key a CA and the reason the warnings disappeared is because you now trust the self-signature (in addition to all other signatures the key issued).