It is possible to have a warning field visible by default and then hide it when the file is opened. You can use the app.viewerType or viewerVariation or viewerVersion properties to try and figure out whether the file is opened using an Adobe application or not (although I'm not sure what those values will be in Preview). The problem is that at that point the damage is already done.
The only thing that might be able to help is if the user closed the file without saving it.
Is there a way to lock the pdf if it is opened in Preview, but not have it locked when opened in Reader?