My two pennies given it comes up a lot this one for us:
It's a common error our side to not notice two entirely separate orders (sometimes as many as 4-5) on regular basis yet they are from the same customer to the same address early days it was fine but now there's just no way I'll pick up on them all. I usually pick up on them AFTER we've packaged / labeled them so therefore just leave them usually.
Sometimes the orders are just minutes apart given our shop offers free delivery so they just keep clicking away given it makes no difference in cost to them!
It's too easy to make this error without an automated process so I agree something would be ideal, specially when your scanning at speed usually at the end of the day for us the last thing your doing is checking for this! Difficult to implement though to fully combat!
My suggestion is simply to put a warning/amber sign as they do with Pack & Go for when you've already generated a label e.g "this customer has purchased in the past x hours or days before" flagging it up for you to deal with...something relatively easy for SC to implement I would imagine...
Longer term yeah it'd be amazing to be alerted on login about them and manually choose whether to join them before starting the label process!