> And yes, originally it only appeared in RidgeRegressionCV.fit(). When I put it
> back I also put it in RidgeRegression.fit() so that their call signatures
> matched.

I would leave RidgeRegression untouched: what happened with
RidgeRegressionCV was a mistake.

In RidgeRegressionCV, I would simply modify the docstring and add the
warning, as you did.