The issue with a warning is you can have invalid code in unopened files due to a replace in all files. To do a warning every single file needs to be checked which is slow.
Also, in the case of replace in all files if you have pretty print on open set and you then open the invalid file because of the warning it will be run though your tidy setting and thus you will be right back to your complaint. At that point your settings are being honored. If you routinely deal with invalid code then turn auto off completely and just use the manual right click settings.