Why? This is the internet. There's nothing on Twitter or Facebook or Instagram that says that things they post can incriminate them. There's an argument that this is a Law site and people might mistakenly come and post such information, but there's no reason to think that they're not really aware of the public nature of the site.
There's also a note in the Disclaimer:
Further, these are not privileged communication or attorney work product, and no right to privacy exists. Any opinions expressed are the opinions of the individual author and may not reflect the opinions of Stack Exchange, or other users.
Also, as we learned from How do people publicly admit to criminal activity and not typically get arrested?, even admitting to doing something has no evidentiary value.
Unfortunately, we can't protect everyone from themselves. I see some merit in telling people that this isn't a legal advice site but a legal information and education site, but telling people that things they post on the internet may incriminate them? Seems like common sense and general knowledge.