This only makes sense if you believe the Margin Trading skill is what scams you. You've fallen for the scam as soon as you've purchased the overpriced items. What happens when you attempt to sell the items is no different than what would happen if the order had been made with "legitimate" intent and you tried to sell to it when the wallet couldn't cover the cost. In both cases, the orders fail for the same exact reason. The only difference is that you're angry because you're sitting on massively overpriced items, while a knowledgeable seller likely wouldn't be angry because they'd be operating within a normal value range for the items. They could just sell at the next opportunity, and wouldn't have to worry about losing perhaps hundreds of millions of ISK on a poorly-researched deal.

It makes perfect sense. Nobody forces these people to buy the items. It's not like, when you see what appears to be a "great deal," you lose all capacity for control and are arm-twisted into making the purchase. That buy order could disappear for any number of reasons. It turns out that the reason why it disappears is because there isn't enough ISK in the wallet to cover it. But imagine that somebody with the same items purchased at true market value got there ahead of you and attempted to fill the buy order. It would fail just the same. Only this person wouldn't be angry, because they didn't buy overpriced items. They can sell those market-value items to somebody else later on, and feel nothing more than perhaps a twinge of regret that they didn't make an absolute killing on that too-good-to-be-true buy order. The person who bought massively overpriced items, though, is distraught. But you can avoid this with market research. If a single buy order is what you're using to gauge the value of something, then you're trading the wrong way. Pure and simple. What happened to you is your own fault. The Margin Trading skill is not responsible.

Yes, they are able to understand the risk. It's called learning about market trading in EVE before you dump hundreds of millions of PLEX cash into a scam. The Margin Trading scam is probably the single most talked about scam in EVE right now. New players could simply type "scam" into a forum search and find posts about it. Before getting into trading, they could go to the forums and create a post asking about trading-related scams, and they would certainly receive numerous replies detailing the Margin Trading scam, how it works, and how to detect/avoid it. This alone is a far better antidote than anything mechanical that you could introduce to the game, because not only is it effective in that superior "teach a man to fish" way, but it doesn't impose unfair limitations on a skill that enormous numbers of traders use legitimately to do their business.

Easy. Cross-check the information you've been given with forum posts about the same topic. Also, this is a moot point because we both know that the Margin Trading scam has been detailed truthfully on these forums in an exhaustive manner countless times.

Part of the way that EVE has always educated new players is through the forum community. It is a massive resource. To treat it like it doesn't exist just because it's not embedded in the game is ridiculous.