The message appears when you ARE thrown, to let you know the way to have gotten out of that throw would have been to jump. I don’t think it’s misleading because it’s not telling what to do now. It’s an informational message about the property of the throw you just got hit by: it’s jumpable, meaning can-be-escaped-by-jumping.
Incidentally, we’ve been to over a dozen trade shows around the country over the over the course of years, watching at this point surely over a thousand random players interact with the game. There were some things that came up over and over as questions for players who played for like 10 seconds. That was stuff like Jaina’s dp hurting herself (now much more clear). Then for players who played about 15 minutes, one of the main questions was about which throws could be jumped out of. After we added the jumpable message, we were hardly ever asked about it again at trade shows. So it made a real difference in understandability.