* I noticed you used the `.gsub(/^ +\|/, '')` pattern I've used elsewhere, but the point of that pattern is to be able to indent the heredoc text here based on the surrounding code, while not having it that indented when the warning is printed.  If you're going to do the gsub thing you should put some leading pipes to delimit the left border of the warning paragraph.
* A period at the end of the second sentence would be nice :).
* I've found that it's really helpful if these sorts of warnings can include a "called from: ..." line indicating where the user triggered this.  Without such a line, it's hard to track down the source of the warning.