Agreed. In fact, even without the warning, at least to anyone 'with any understanding', there probably would be a suspicion that a 'relay enclosure' might contain feeds from different circuits (or even different phases - I have examples of that in my house).
If it's 'at the switch', an 'internal warning' would certainly be better than nothing, but it's quite likely that it would not be seen 'until it was too late'!
