The problem is that the majority of games do not tell you what you are actually losing or how to prevent it. Do you lose the last five seconds or do you go right back to the beginning of the game? How far away is the next save point? Games don’t tell you. You have to try to find out. There are a few smart games that will tell you “2min since your last save”, but they are pretty rare.
And of course in modern times that screen is rather unnecessary to begin with: Just save the damn game and let me continue were I left of. Xbox has QuickResume, but a lot of other platforms still have nothing like it.