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 against break their ranks and to move a little closer, even without ascending the mountain.
Da'as Zekenim, Hadar Zekenim, Rosh (all in19:21) and 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 like the rest of the people, was, 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 realize that now was that very time ( 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.
Moshe was on such a high level that if Hashem issued a command, it was inconceivable to transgress it, in which case it was not necessary to repeat it. 3 Therefore Hashem said to him "Lech Reid" - Come down from your high level! (See Rashi, Sh'mos 32:7). 4
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 and 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.
In which case, Moshe did not yet know about the obligation to repeat the warning - as implied by Rashi, and it is not clear why the Rashbam takes for granyed that he did.
Much in the same way as the Gemara in Shabbos (20a) says about the Kohanim 'Kohanim Zerizim Heim'. The people however, are not on that level, and they require a second warning.
"Hagbeil es ha'Har Vekidashto". How was Moshe supposed to sanctify the mountain?
