Earlier quoted context omitted.
HSTS wouldn't help users clicking through warnings, but it's a good thing to have (myetherwallet doesn't use HSTS). CAA record would only help in remaining TTL. Once expired, then it doesn't matter. So yeah, these seem like decent steps to help protect but certainly not going to 100% prevent an attack like this one.
wait, myetherwallet doesn't use HSTS? I thought they had a vulnerability analysis done a few months ago. I feel like this should have been something that was caught.
But MEW doesn't have HSTS? I would never use it personally on a public Wifi, but many people will for sure and they have no idea they'd be MITM'd.