I'm voting against this, Doesn't really seem necessary. If someone decided a tag shouldn't be on an image I doubt a slightly thicker border would make them reconsider much, and we aren't perfect. Mods can mess tags up sometimes either due to misunderstanding or not double checking after merges / mass tagging. The times where the mod warning is more helpful is during cases of someone removes or adds a tag and a mod decides against that and adds back or removes their tag. User in question would then check tag history and see it was a mod decision.
It would mostly end up just making the tag sections look messier than they are.