I do wish that there was a standard pipeline for warnings, so stuff like this didn't have to go into error (bad) or output (worse). Powershell has such a feature but of course since it's not at the OS/Posix level then support is spotty.
I did run into some Node.js code that assumed that anything printed out to stderr is a fatal error - but that's just people making wrong assumptions, not using the interface as intended.
printf "WARNING: %s" "$warn_msg" >&3