It could be that a 3 1/2 year old is not quite capable of fully understanding what you are saying, so you might change what you say a little bit.
What you mean is: The child should listen to what you are saying. That's because you know about dangers that the child doesn't know about, so if they don't listen then they get themselves into danger, and sometimes the danger strikes and the child gets hurt.
What you say is: "I told you this will happen but you didn't listen". The logic to get from this to what you meant is tough for a 3 1/2 year old. Say it more direct: "Next time when I tell you not to do something, you should listen to me and not do it, or you will be hurt again". That's easier to understand.
Now if you said the same thing to a 16 year old, or maybe a ten year old, then you would be right to fear that they just find it annoying. In that case your reaction should be to find a way, together with the child, to reduce or limit the damage. And teach them that when there is trouble to not close their eyes, but fix it or ask for help as soon as possible. Because most trouble can be reduced if you act in time. You can mention "last time when you didn't listen to me you got into trouble" when you advice them again at some point in the future, and you fear they aren't going to listen again.