I approve a warning 1000% - it's not like they are stopping you from exporting. This will slow down my AOL-using friends who gave away all their contact info to Facebook and now I get pelted with spam from Facebook using my name and list of friends (and I don't even have a Facebook account). Google has never spammed me or share my name and location, Facebook does it all the time, pick who's more evil.
Right; there are practical usability problems with allowing willy-nilly access to your contact list. Some of your contacts have now given your email address to a company with which you never wanted to have a relationship.
Which is precisely Facebook's reasoning for not providing an API to download your friends' email addresses. Thanks for providing a concrete reminder of the legitimacy of this choice.