Article 5 point 5 of the framework Directive 2009/125/EC says that "Member States may require the information to be supplied pursuant to Annex I, Part 2 to be in their official language(s) when the product reaches the end-user". This information under Annex I, part 2 to Directive 2009/125/EC includes information to consumers, which is the case of the warning message described in Annex III point 2 (b)(5) to Regulation (EU) 2023/826.
Disclaimer: Please note that the European Commission cannot provide a legally binding interpretation of the EU legislation, as this is the sole competence of the European Court of Justice. Any remarks from the European Commission services are without prejudice to the position the Commission might take should related cases arise in a procedure before the Court of Justice.