In the case of 16-bit Windows, this would have been particularly difficult to foresee. Even when Windows 3.0 shipped, it was still planned that OS/2 would be the 32-bit successor to Windows, so there was no 32-bit Windows target even on the roadmap.
(According to the book Showstopper!, when Microsoft ditched OS/2, they created Win32 by taking the OS/2 API and fixing any divergences from Win16 to make it look as compatible as possible.)
If they had designed the win32 PE .exe format differently, they could have included a 16bit NE stub to throw up a messagebox with the message - in the same way the .exe files already include a 16bit MS-DOS MZ .exe stub with an equivalent message.
I believe this is the case. If you try to run a 16-bit executable on x64 Windows, you will receive a "not compatible" error MessageBox essentially saying WOW cannot help you.
(According to the book Showstopper!, when Microsoft ditched OS/2, they created Win32 by taking the OS/2 API and fixing any divergences from Win16 to make it look as compatible as possible.)