Your brain doesn't need to remind you what's dangerous, your brain is you. By the time your are getting that thought, you already established that it would be wildly stupid to do that. It's more like planning an exit strategy and stay prepared for the worst case (your phone could drop into the river without you yeeting it).

But your theory still might have merit because without any past experiences to judge a situation, how can you know what's good and what's bad?

Another explanation could be that it's easier to restart a sequence of actions than to correct a mistake in the current one and continue. And babies are not very motorically skilled in the first place, so it's even harder for them.