Imo, there should be no difference in penalties between source and non-source merit when they get caught selling merit.
If a merit source sells merit and that's proven, theymos will surely remove the source merits and that's why that message is displayed for merit sources.
If a non-merit source sells merit, I don't think theymos takes any action. So, that message isn't needed to be displayed. (The merit abuser will only get negative feedback from other users).