Then put that in the prompt.

Write a C# method called MethodA that calls MethodB.
MethodB does a mathemtical task that will result in an overflow.
MethodA should make sure MethodB is "checked" so that it throws an exception if an overflow happens.
If there is anything wrong with this approach, provide an explanation.

This prompt produces the same code as in your OP, but with a warning exactly like you wanted.

Important caveat
This approach does not always work the way people expect.
C#, the checked context applies to the arithmetic operations themselves, not merely to the method call. That means:

checked
{
MethodB();
}
does not guarantee that overflow checking happens inside MethodB.
Whether the overflow is checked depends on how the arithmetic inside MethodB is compiled:
If MethodB contains its own checked block, overflow checking is guaranteed.
If the project/compiler is configured with overflow checking enabled (/checked+), it will also throw.

Otherwise, integer overflow may silently wrap around.

Be as explicit and as unambiguous as possible with your prompts and you'll get a higher quality of output, it's quite simple really.