It isn't a requirement, but the speed bump is a best practice. It need not be a pop-up though as many people block those. Some sites group/segregate and even color code internal links from external ones. Those externals are denoted as being away from your site and your control.
_________________________
AndyZ CRCM
My opinions are not necessarily my employers.
R+R-R=R+R
Rules and Regs minus Relationships equals Resentment and Rebellion. John Maxwell