No idea why Mando sent Gideon that message though.
My wife said the same thing. It’s simple. Mando is a bad@ss. He’s putting fear into his opponent. A frightened opponent makes mistakes and is more easily defeated.
It’s the same concept as the scene at the train station in Tombstone where Kurt Russel is yelling “You tell ‘em I’m comin’! And hell’s comin’ with me!!” It’s a terrifyingly determined man making a chilling threat.
It may or may not be the best tactical decision but it is a tactical move with a clear intention. And it’s bold, which makes it even scarier to someone like Gideon (who’s clearly a proud tactician himself) when you consider he knows the potential foolishness of laying your hand out like that. If Mando is confident enough to warn Gideon he’s on the way, Gideon probably has good reason to be afraid.