You mean something like a line that comes up and says:
"Locking out either the Macy or Denise path will result in missing a lot of content for both of them together, even if you locked out just one of them.", when you can start locking out paths?
Or otherwise maybe something like a line that says:
"This will lock you out of the Macy and/or Denise path. It will likely result in a very premature ending to the game and lock you out of most of the content." when you actually do pick out a lockout choice?
Oh wait, those are already in there, aren't they?
IDK dude, seems to me I could have put in ten more warning signs and it wouldn't have made a difference if you're just gonna go ahead and ignore them.
As to the reason why there's no separate paths for them, by now I must have done half a dozen or more posts on why that doesn't work with something as story driven as this. I'm sure anyone really interested is able to dig those up.