Well said. The beauty of the blockchain is that no one might know who recieved the money...but I bet you it would be a problem if they did.
I don't even know if banks have a warning about money that is not for the account owner. I know binance gives these warnings...do you think a bank would care?
If there's KYC on a centralized exchange where the person mistakenly sent the money, then chances of them getting caught is high. KYC on centralized exchange makes people traceable.