I agree with dessert's answer that this type of information is probably usually best incorporated into a more complete answer, probably the answer it is recommending. It would, I think, be silly if questions accumulated answers warning against every possible wrong approach to a problem. It would only take a great imagination to come up with all kinds of bad ideas :)
Still, I don't think what not to do answers should always necessarily be discouraged or deleted. It is certainly acceptable for multiple answers to be posted to a question each addressing different aspects of the question and/or covering different approaches to the question or problem. These answers can and often should refer to each other. There is nothing wrong with an answer that says something like
The [answer by user](link to answer) gives the best approach to voozhing your wobflocker and I recommend following it. In this answer, I want to explain some other highly relevant things, [...]
Some such highly relevant things might occasionally be common pitfalls. One valid reason for addressing these in an answer would be that the OP has mentioned in the question that they are thinking of following some bad plan. We should definitely make sure that the badness of that plan is explained somewhere.
While it's often great to simply contribute an edit to someone else's answer to make it more complete, (and that's probably the right approach when you only want to mention a possible mistake that only takes a sentence or two to describe) there are plenty of occasions where what you want to add just doesn't fit into an existing answer, or where you feel that you need the answer to be your own so that you can maintain it properly and cover everything you want to mention thoroughly.
The best questions usually have multiple valid and relevant answers, and we shouldn't discourage people from answering with different perspectives.