Thanks Hans. Anything is better than nothing +1 for me, but would love to know if Pablo has any other suggestion.

Pablo and mine's suggestion:
To use as a message:

• "No group output attributes connected."

Then the INFO label replaced by a search operator (that zooms in the Group Output), and its tooltip can say:

• "Connect a node to the group output to expose it as an attribute in the modifier"

I like the label text you propose better here, but I'm not really sure the button to focus the group output is necessary. Since there is generally one of these nodes, people know where it is, and it feels a bit unnecessary to add a button to move the view.
The button would also have to change the node group if the node editor has a nested group, or change the node editor's group if it was pinned, etc. Just feels like the complexity is not quite worth it here, in my opinion.

I'm more concerned about having the text there.

I still think we could have a similar trick to what we do for the legacy nodes (the "may be in nested node group"). But this is feature creep.