I agree, you would think it would be something that watchmakers should know about, so why draw such attention to it? I have read that it is easy to break the hesalite if you try to remove it with the wrong tool; so perhaps it is a sensible warning. Whatever the answer, it is an interesting addition to the watch.
[And given today's world, it wouldn't surprise me if all modern watches were engraved with "Open at own risk", "Tampering will void warranty", "Caution: moving parts inside", etc.
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Andrew