I think it's a bit like in French too - in English we think "about it " , whereas in French and Italian , the "about it " becomes, " there " . So literally , they think "there" , which is "ci" in Italian . It's one of those peculiar differences in how different languages express themselves , translated literally back into English as something very peculiar-sounding . and we just have to drum it in as such ...
Syntactically you are right, but this sentence is so often used as a command that it's now idiomatic and would not be understood in the other sense. If you really want to say "You are going..." you have to use a different form that removes the ambiguity (e.g. "Te ne vai senza pensarci due volte")