There is indeed such a warning, but you probably missed it ─ it does scroll by pretty quickly.
In addition to that ─ I really do recommend this ─ it is also best to subscribe to notifications for the update announcements category. @philm always posts a warning there regarding when a kernel reaches EOL, and the second post of each announcement thread also highlights the gotchas and potential issues, together with how to work around them.
Here’s the second post from the most recent update announcement for Manjaro Stable.