I thought that most car manufacturers would provide such a warning these days.
The first time I was in a car when such a warning light came on was about 35 years ago, so it's hardly a new idea. (I can't remember the make of car that my father's friend was driving at the time but it was obviously an 'executive' model, as I remember being very impressed that it 'knew' when a bulb had gone).
My current car (an 06 plate Saab 9-3) runs a full diagnostics test every time I start it, and lets me know about things like dud bulbs. I just assumed that it was the norm these days.