You'd have to fix the economy before adding something like that.
The prices for some valuable items have a broad range depending on where you buy them at times. Then the associated value for those items combined with the greed of players who charge well over 10x the perceived worth of the item to the game, you end up with it being difficult for a script to determine the value of the item when dropped and warning the player when they do attempt to drop it.
I'm not sure of what flags are on items and whatnot, but perhaps items that are event items could have a special flag (if they don't already) and the act of dropping an item would check for this flag and warn the player based on that.
I thought I heard mention of this before. It would assist players who are ignorant to the scamming and ability to use trade tables and the trade menu. Also, why limit it to event items either? Items from Gods and alchemy should also have this flag. Perhaps one that denotes a 'resource' style item (iron, wood, seeds, corn, etc), another that denotes a weapon, shield... oh wait, this is already done isn't it?
