I've never heard of any warnings about effects being given during the actual pre-show announcement (haze, fog, strobes, loud sound effects such as gunshots). In my experience it's alway been posted in the lobby, typically at the box office and then wherever the company board is if it's a significant distance from the box office, and sometimes a note in the program. I'm sure 99% of the audience tends to ignore those signs anyway, but having it in the pre-show announcement would seem very strange, since it would be a little late by that point to serve as a real warning to any audience members who might actually have concerns over any of those things.