Actually, I'll bump this as well since I made a dupe thread without knowing and since this is the original I got told to continue here~
In my opinion a box with "Are you sure you want to retry this beatmap?" text and with a Yes and No button under said text was my version of the idea!
Considering many more people are doing this nowadays and losing scores I think it's safe to say this would be a nice feature to implement, and it wouldn't be terribly hard to code, either. I'm pretty sure this would be pro osu! players' wet dream(s) sometimes.