You're right, I'm sorry for not checking before. In jessie (texlive-xetex
2014.20141024-2), the message is better (though ideally I think it should
mention the command, but that's not a packaging bug):
*************************************************
* xeCJK warning: "fandol"
*
* Fandol is being set as the default font for CJK text.
* Please make sure it has been properly installed.
*************************************************
Incidentally, I stumbled on another xecjk bug in wheezy (it stack-overflows
if you use the fontspec option \defaultfontfeatures{Scale=MatchLowercase}
); but this, too, is already fixed in the jessie version.
Again, sorry for taking your time.
