It would clearly help for the system we have now but the real solution is to push for stricter authentication across the board. As convenient as URL strings can be, we need E-mail clients and other tools to be able to force at least a 2nd layer of authentication (e.g. E-mail claims link is from domain #1; user must counter by selecting from a list of sites actually visited previously, and E-mail client refuses to open link if they don’t match). You could imagine much more elaborate solutions too based on certificates, etc.
I don't think that particular solution would be good from a user experience point of view, but it is indeed a nice idea to filter out domains that you have received emails from (and are not deleted or in the spam folder).
However, there are ways around this too. I think the fundamental mistake was to allow (all?) unicode strings as urls. However, I can't come up with an elegant solution on the spot (since it would be unfair and unpractical to use ASCII for this).
