Paulw53 is right about them blaming you later. My friend did a bleach job on a client who insisted on going platinum in one sitting, even after she explained the risks. The hair felt like straw right after and started snapping off a week later. The client posted awful reviews everywhere saying my friend ruined her hair, even though she had been warned. It was a huge mess that could have been avoided by just turning down the service.
Honestly I'd warn them every time... not to be rude but because you know what their hair will look like in two weeks. If mine was on the line I'd want someone to tell me straight, even if it means losing the job right then. Better than having them blame you later when it breaks off.