Is it a mistake to fail to mention future career plans in an application for admission to an MSc in pure mathematics?
Actually your masters are a great time to find out for yourself where you want to take your professional future. Be it a PhD and research or the industry.

Some purely research oriented masters may expect that you continue with research, but still it is your carreer and your life. A master that is well balanced between research and the industry will not have such expectations of you.

And as Michael said, the short answer is you don't need to worry about this.