These events happen faster than you could react to the situation, plus in most cases, will involve small changes that you wouldn't even notice to your most energy intensive devices. This isn't about turning off your TV while you're watching it (though, in the alternative which may be a blackout, that IS what would happen).
Consider a freezer where you have the thermostat set to -18c. Your freezer will have some tolerance on that, so maybe it kicks on the compressor at -16c and turns it off at -20c. In the event that we've had a sudden loss of generation capacity, the freezer responds to the signal by temporarily setting the the range to -15c / -18c, or to delay the next compressor run for an hour, or some other minor change that you likely won't notice or care about.
On the other hand, if you get an SMS asking you to change your freezer's thermostat for the next hour, are you going to go home and do that?
Edit: Also doesn't clause 236 part 6 permit us to modify our own devices as we see fit: "Energy smart regulations may not provide for a prohibition to be contravened by an end-user of an appliance (in their capacity as such) or for such a person
to be enforced against as described in section 237 or 238."? If it's so important, I'm sure one can figure out how to block the signals.