Do I have to warn my opponent about abilities in Necromunda?
In theory, case #1. In reality, this depends on the game environment.

In a casual game, where the focus is enjoyment and learning how the game works, it usually pays to be as open as possible. People generally don't get fun out of "Oh, you forgot rule X, so I'm going to immediately exploit that information" and it's not supposed to be a viable strategy either (unless a "hidden ruleset" is supposed to be one of the mechanics.) Warning the opponent of these things helps with the fun and learning factor (You're not going to learn how to play the gang well by people accidentally triggering your reflections. You're going to learn how to play them well by utilizing the threat of said reflection to it's fullest, and how other players might counter it.)

In a competitive environment, all that goes out the window. Your opponent is expected to know the rules and abilities within the game. You would be right to assume that if they're shooting at you, they're cognizant of the consequences.