Would it be possible to have a message pop up when we are about to list a module for sale and MG detects that we're connected via a VPN network?

The check is not instantly, it takes a couple of minutes, so the messages popup won't work as expected. But you're right, at least it should be better explained ...

Another solution could be to offer profile verification to users in order to obtain a verified status/checkmark

The problem we had in the past was that user accounts with weak passwords got hacked. In such cases the verified checkbox would be counterproductive. We are experimenting with a trustscore system, but, like the voting system, that will lead to a new level of drama, Mr. 78/100.

verifying the details of anyone with a Unicorn account,

Also good idea but won't fix the problem with hacked accounts. We might have keypasses for the offer section at some point.

A quick workaround: if you click edit on one of your offers and save with or without changing anything, the VPN check will run again.