That is the problem and that's why they've added the warning text. I agree with Ragans though that a team shoudn't be penalized if you put up a guy on the TL and some less than intelligent individual buys him for way more than he's worth. It could definitely be reported but once they find there's no connection between the teams it should fall through.
The team isn't penalized. The excessive profit is removed. If you don't want that to happen, well, don't list players at prices that are way too high.
"I don't know half of you half as well as I should like; and I like less than half of you half as well as you deserve."