Translation:So why are you coming to warn me?
Think about it, if this question is being asked then the "coming" has already happened. "So why DO you come to warn me" and "So why HAVE you come to warn me" mean the same (though the latter is IMO more natural).
If we wanted to put this in the "real" past we would have "So why DID you come to warn me?" or "So why HAD you come to warn me?" (though the former here is more natural).
it was somewhat better when the red box containing the correct answer wasn't covering my written answer, which used to allow me to see the difference, i.e. exactly what i wrote wrong. At least on pc it is underlined. i hope it would be improved on the mobile version as well.