It seems reasonable to me to just fail (and show the stdout from pip), if someone sticks an unsupported wheel in their extra-search-dir.  I.e. virtualenv itself, doesn't need to to the check, and skip.

btw, I actually only just added the checks for wheel support when installing from files directly (https://github.com/pypa/pip/pull/1315).
With that, pip will fail early when trying to install an invalid or unsupported wheel.