I didn't find out any cooldown (time) for it.
But once you enter another area, you will get the red "attention"-message again. You can for example test it by not having cap trying to loot something north of the mountains in Zao, then entering the tp to south and trying to loot there just a few seconds after and you will get the message again.
"Area" might be a little strangely defined tho. For example on Barkless the north side with the fanatics is a different "area" than the south side with devotees. If you cross the questdoor going from north to south part, you will get the red attention message again, just a few seconds after you had it in the north.