Your pain actually serves a purpose. When people ask on the wrong site, but get an answer anyway, they are rewarded for ignoring the rules, including not bothering to learn the rules on first arrival. Therefore the site is better served by such questions not getting answers before they are closed.
Once you lose some work by having a question closed while you were typing an answer, that pain will mean that next time, if you see something that obviously deserves to be closed, you won't start to answer it. This is a feature. You are avoiding pain for yourself, but you are also being steered away from rewarding the wrong behaviours. All to the good.
So my advice to you is to examine questions a little more closely before you answer them. Sure, there will be some mis-closings and you will still get caught by surprise on occasion, but you should be able to reduce it to the point where it no longer is much of an issue for you.