This was more of an issue long ago (when the dashboard broke or all the panels completely vanished or something?). Nowadays, the panels render "You don't have permission to view this" so it's likely easy to explain/fix. Still, we can warn about this.
But, for now, don't, since a lot of this works better now and it's not really clear that this is particularly valuable. We can revisit this after all the connected changes have more of a chance to settle.