We view this as kind of a user-hostile feature to have (along the lines of “forum signatures”), so it’d need to be a plugin. Not sure if it could be done in a theme component?
I’ve seen this request before in the context of safety, as in
oh noes! you’re about to visit a HYPERLINK to a WEBSITE! Have you prepared yourself for INCREDIBLE DANGER?!?!
and I guess that could make sense in some extremely rare contexts in some extremely rare communities.. uh.. I guess?