Robin H. Johnson created a patch for this:

Nine months have passed since the patches for this problem have been available.

Of course it is important, that's why it it printed by default.

Maybe GnuPG could display a prompt if it detects a pubring.gpg and no pubring.kbx. Something like:

Thanks!
http://git.gnupg.org/cgi-bin/gitweb.cgi?p=pinentry.git;a=blobdiff;f=pinentry/pinentry-curses.c;h=183fdb4f3ddef8535a8890178a610ac56a8880ae;hp=e7220094fce3375ddfefbe7353a36c998d406ef5;hb=d3c52a144b5b23d0d841a99a310090dcafe2074b;hpb=1d3583a2562e83496ac515276e9bd63a7f1abbc7

I don't have a definite authoritative list of escape codes, but those seem to be
the most common ones with use cases in pinentry.

Ctrl+W might not be as useful as Ctrl+U, but I think on Unix that's standard
behavior that can be expected. cryptsetup of LUKS knows it, too.

I would also like to see this.

Maybe --refresh-keys without arguments for "the entire keyring" should also ask
for a confirmation "This will leak your entire keyring to the keyserver and
possibly an attacker. Do you really want to do this? (y/N)", or "--yes".