In exhelp the requested command's declaration is immediately followed by “REPLACED BY” and a list of I am assuming Python commands that do the same thing.
the phrasing is probably from the times of H9 when we all were told that in a few years Hscript expressions may be fully replaced by Python but obviously things worked out differently and nowadays you can see that not only they are not replaced but they are used even strongly and there were more hscript expressions added the may reason may be (definitely personally) that hscript expressions are shorter to write and in a lot of cases faster to evaluate than equivalent Python
similarly for hscript commands Houdini sort of runs on Hscript Commands so they can't go anywhere also there are still hscript functions or commands with no equivalent Python function
so no I wouldn't say a warning but it's definitely beneficial to know what's equivalent in Python as for a lot of cases Python is the way to go especially for HDA scripts, menus or more complex expressions