Yeah, it sure does sound like it would be hard to have a notification if the attachment is going to fail due to size policies, and then have an option to use the link or cancel the attachment (and have you choose another way). It would also be unheard of for there to be a setting in that dialog to say to always do whatever action you take so it only inconveniences those who go with the default once.
User-hostile software is never a “you” problem. This applies to a number of FOSS products, as well.