I doubt that Sky, or any of the others will warn you of the costs without being forced to, it might put you off using the service,
Online gambling sites don't advertise "Gamble Aware" for your benefit, no more than cigarette companies want to warn you about the possible consequences of smoking,
Anybody who believes that companies actually care about their customers are dreamers, and the main role of the ironically called "Customer Care" is to pacify the complainant with the minimum effort and cost.
Companies always shout about their good points (that's all of them) but no matter what service they offer or what they sell, there's always something to fall back on called SMALL PRINT.
What a lot of companies would prefer, is that when you sign up for a service, you just sign a blank sheet and they fill in the details later.
One option is to put the number into your contacts along with the details of costs, as a reminder should you ever be tempted to use it.