Voice recorder information is not a conclusive way to tell what may have happened to the flight.
When one engine is lost on a twin, you normally reduce power to the other engine to mitigate yaw imbalance.
It is certainly possible to create every kind of "warning" system imaginable. The reason aircraft do not have this is because such systems add complexity, cost and weight. Complexity is a bad thing. The more wires and computers you have running around, the more scope there is for errors and problems. Designers generally try to include only things that have significant importance. Remember, the more time a designer spends on "warning systems", the less time they spend on solving problems like how to make the aircraft more efficient and reliable.
As far as the you-are-turning-off-a-running-engine warning is concerned. By the time the warning was received the engine would be off, so it would be post-facto warning--not very useful. Preventing the crew from turning off the engine and forcing them to "confirm" that is what they want to do would add more time to protocol--a very bad thing for that kind of protocol. Also, adding a confirmation system would involve a lot more complexity and probably another button (have you seen the inside of a cockpit?)
Just to describe a scenario. Let's imagine the aircraft has the old confirm-you-want-to-do-this button. The engine is on fire but still running. They need to turn it off. The system now asks them via what? a voice prompt? "Do you really want to turn off a running engine?" So, now they are looking through the hundreds of buttons in the cockpit for the yes-I-really-want-to-turn-the-engine-off button. While they are doing this the aircraft is hurtling towards the ground at 300 mph with an engine on fire. Then they finally find the button and push it, but nothing happens because the circuit to which the button is attached is defective because it only gets tested once every two years, but of course the flight crew does not know this. All they know is they have pushed the button and for some unknown reason they still can't turn off the engine. Meanwhile the aircraft is hurtling towards the ground at 300 mph with an engine on fire and they have seconds left to figure out what the hell is going on....
Just to re-iterate what Frederico said above: emergency systems should not get in the way of the pilot, so any system, no matter how "perfect" it is, that prevents the crew from taking control actions because it is second guessing that action is generally looked on as creating more risk, not less risk.