If Moshe knew the principle that one is obligated to warn the people when the prohibition is issued, and again when the matter falls due, what was Moshe's question?
Rashbam: He was asking Hashem whether, having initially prohibited the people from ascending the mountain, He was now adding a prohibition to break their ranks and to move a little closer, even without ascending the mountain.
Da'as Zekenim, Hadar Zekenim, Rosh (all to 19:21), Divrei Eliyahu: Moshe 1 was saying that since he and Aharon were included in the initial warning, and they would be in the camp together with the people. When the people would see that Moshe and Aharon are not ascending, they (the people) will not ascend either. 2
Moshav Zekenim: Moshe was asking whether he was like the rest of the people, who were forbidden to ascend the mountain.
Gur Aryeh: Moshe wanted to know why it was essential that he warn the people again at this time. Moshe knew that it is appropriate to warn people again at the necessary time, but he did not know that now was that very time (i.e., that Hashem would immediately begin to speak to the people). Hashem responded that because Moshe would now be ascending the mountain (Pasuk 24), and therefore he would not be standing next to the people when Hashem spoke, that now was the exact time to warn the people. 3
Rosh: Moshe asked in order to learn how far he will ascend, though his question assumed that he would be like everyone else.
Da'as Zekenim, Hadar Zekenim, Rosh (loc. cit.): Initially, Moshe had not warned Yisrael about the Mitzvah of Hagbalah, only about separating [from their wives]. When Hashem told him that it was more important to warn about Hagbalah, which is punishable by death, this is what he replied. Hashem responded that Moshe and Aharon would not be with the people when Hashem speaks- therefore Moshe must warn them now.
We might have said that Moshe did not know the rule that we warn people again when it becomes practical; and that Hashem explained this to him. (Indeed that would be the simple reading of Rashi to Pasuk 24.) But Gur Aryeh explains otherwise, due to the wording of the next Pasuk, "Go descend; and then ascend, etc." - which implies a connection between descending to warn the people, and his subsequent ascending the mountain again. Moshe was informed that now he would be leaving the people, and therefore the time to warn them was now.
