It would be useful... if people even bother to look at tracker error messages. You'd be surprised how many people don't even realise they have been warned, or that their client isn't allowed, or that they got the old tracker URL. Just yesterday we had this guy in the support channel using BitComet and trying to get a torrent to work with tracker.boxtorrents .com.
IIRC the tracker error message already informs users that use of their client (if blacklisted) is not allowed on the tracker. I can't remember what else it says.