My reading of the legislation is that this kind of message is only permissible if the Gatekeeper also includes that message when installing the native equivalent. The legislation requires that on initial setup of the device, the user be given a choice of services like browsers, and the Gatekeeper cannot unfairly prejudice competitors by, for example, including such a warning for only the competitors.

I presume so. Does the EU ruling require companies to offer warranties for damage caused by users installing malicious software?