I don't think the kernel is quite that specific. It'll only say it is missing
firmware rather than where to get non-free firmware. Debian on the other hand
does have some parts in which it is wording it along the lines you have
described such as during the installation process. It does that when it
detects hardware that may need non-free firmware that is not included during
the installation process.
Simply stating that there is firmware required isn't quite the same thing as
pointing users to non-free firmware. As an example there was non-free
firmware for the AR9271 chipset and it was excluded in Trisquel. Now you have
free firmware available and users can't utilize it.
Now the reasoning behind not stating it is people will go seek it out (at
least if they don't understand that it is dependent on non-free firmware or
don't understand what free software is, etc). However this to me is just as
bad. I think RMS stated something like that too. It's taking away a users
freedom. Essentially users should have the freedom to make bad decisions,
even though we shouldn't help them make those bad decisions.
If the current wording is disliked I think what would be better is to change
the wording of the output. An error indicating that there was no free
software firmware at the time of the kernels release, and a URL to get
updated information would probably be best.