And, sadly, given the rate of "click through" on all warning dialogs, a very many users will not read even the "better message" and will simply reflexively hit the "ok" button to "make this popup go away", effectively ending up in the same state.
Better is either the button/switch to turn Bluetooth on, or do not allow disablement when either a mouse or a keyboard is connected via Bluetooth and no wired version of the same is presently installed.