Most wallets are designed to catch invalid destination addresses that are wrong in their format or checksum. So if you mistype or omit even one character, the wallet will refuse to send transaction.However, if the destination address is valid but not the one you intended for example, if malware replaces your address with scammers one wallet will not detect anything wrong. This means it is ultimately your responsibility to verify the address you are signing and confirm that it matches the one you intended to use.
It is a result of technical development over time in blockchain industry especially commercial ones like wallet softwares and exchanges. Years ago, if you made mistake by any reasons, when broadcasting your transactions, you lost your coins. No warning in your wallets or your exchange accounts.
Similarly in the past, there was no warning from wallet softwares that you are broadcasting a transaction with super high transaction fee. So some people made mistake of sending a transaction with crazy expensive fee. I am unsure how they could do that but there are reported cases like this, and just assume those stories are truly mistakes, not like fabricated stories from whales, mining pools, market makers to fud the market.