When I try to attach the w3wp.exe process in order to debug asp.net process, a pop-up alerts me that this “can potentially harm your computer”.

I just wonder why.
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IIRC, some older trojans/viruses used debug attachment as a mean to hook into other programs/services.
Nowadays you get a warning. Focus here is not on the words ‘harm your computer’. It asks you to check if the process listed is what you’d expect. Imagine that popping asking to debug chrome.exe or skype.exe when you was just idling. That would make me freak out for sure.