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 ...
A short static infobox on the submit listing page would probably do just fine. Similar to how it appears on live listings, regardless of a user using a VPN or not.
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.
2FA based on TOTP as a start would genuinely improve account security massively. To keep it a bit more user friendly, you could make it an optional setup for account creation, but mandatory for creating marketplace listings as well as interacting with the voting system. Using an IP or browser based trust system, most users would only occasionally have to enter their 2FA code, while keeping intruders out very effectively. Passkeys could be an additional layer alongside TOTP, but from my experience, passkeys don't always play well with every browser and it can be quite a headache to use when a user switches devices frequently.
With data breaches happening so frequently and the vast majority of online users having little knowledge about account security in general, it's just too easy to have an account compromised (or even a multitude of accounts for those who reuse their passwords). That's not even factoring in the use of generative AI making it significantly easier for hackers to compromise user accounts.
Not to step on any toes, I know a website like MG takes a lot of resources to maintain, but I personally find it nonsensical for VPN warning to be a thing while not offering any form of 2FA for basic account security. Yes, it isn't as user friendly, but anyone who can grasp the concept of modular should easily be able to set up 2FA, which they most likely already have done previously with other services anyway.