Do you mean when the DM only asks "are you sure?" when he sincerely thinks the action is unwise, or when he does it to psych you out/throw you off-guard?
In my personal experience, the DM usually accompanies the "are you sure?" with a bit of crucial info that I could have easily missed or forgotten (things like "he's holding a hostage", or "his bodyguards are all around"), so I consider it helpful.