Yes, I am very annoyed at the no warning. I think I have violated the trust of friendly nations in every game I've played because of this.
I also turn off the autosave while I play, which means I pretty much have to live with the results of my actions. (even accidental ones).
I don't know if there is a way to create a warning. Maybe a SLIC could be written for this. (Sorry, I don't know how, though).
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My reach exceeds my grasp!