You are putting way, way too much faith in the average user. See, for instance, TLS exceptions. Also, realize that all the adversary needs to do is some trivial

You are putting way, way too much faith in the average user. See, for instance, TLS exceptions. Also, realize that all the adversary needs to do is some trivial social engineering. A label on the thumb drive with a picture of the prompt and a mouse over "ok" would probably do it.