I think the other way around would be better.
Proceeding only with cheating
Well, it was standard in FS1 that you were unable to continue with cheats on difficult levels that were higher than Very Easy. Actually i never got it, why that behaviour was changed in FS2. There you are even allowed to cheat on Insane
So an event that make everything invalid with "is-cheating" would make sense for skill levels that are at least set to Easy actually. If some one want to cheat, Very Easy is traditionally the skill level for it... what actually make sense as the player is punished with a very low score anyway and does not gain much for it like a promotion (and as Medals can be given by skill level too, you can even ensure that someone on Very Easy gets nothing). It was always a difficulty to have some fun without consequences, but also with nearly no gain apart from the story experience, which is however enough for some people already.
So i am actually open to some kind of cheat-protection. But simple not for every difficulty. Medium, Hard and Insane would be enough i think. However, if you want to restrict the default difficulty Easy as well, feel free to do that.
But i would never put such thing in effect for the lowest difficulty as there are may some reasons why someone is playing on it and may even need cheats (Accessibility for disabled persons comes in mind i.e.)
And because of the latter, i would even never make fun of cheaters, especially in a single player game. A simple recommendation that is saying, that cheating is only allowed on Easy/Very Easy is enough.