As someone else mentioned this would be more akin to a security officer of some sort waking me up and letting me know I left my front door open. I'd sure as hell be shaken but they were doing their job and I'd be thankful for that.
If i leave that filing cabinet in the middle of Times Square in Manhattan (which has an insane amount of foot traffic every day), then yes, I would expect plenty of people to give it a little wiggle to check if it’s locked. And I would be rightfully given a lot of questionable looks for complaining that passerbys stop to check it out or give it a wiggle.
Having your service on the internet is not the same as having a filing a cabinet in your house. I think that the Times Square analogy is even underplaying it, given that on the internet, your audience is many many magnitudes larger and more remote/anonymous.
On the other hand, if I had a private VLAN (that wasn’t exposed to the internet) on my home network, then I would be definitely annoyed if my houseguests would try and pentest it without asking.