From: Utopia Planitia Fleet Yards
I just ran a test - started a new 1939 scenario and had the French retreat and allow Lille, Rouen and Paris fall.
On the Allied turn after all three fell, there was NO warning that surrender was imminent. Just that Paris was taken.
My request was a warning that a nation was about to surrender. (Glad I didn't miss the message:)) In fact, I think it is such an important moment in the game for both France and Italy that it warrants an icon warning (such as with low supply, low manpower etc).
You are right, the message is too late. A warning would be nice.
Chancellor Gorkon to Captain James T. Kirk:
You don't trust me, do you? I don't blame you. If there is to be a brave new world, our generation is going to have the hardest time living in it.