That's a nicety and important for Netflix as BW directly affects quality of experience, as they are streaming. If you didn't get that warning, you may think Netflix wasn't capable of better quality and decide to ditch it. Does anyone anywhere tell you when your download isn't running as fast as your connection's peak? TBH it's pretty ludicrous to think that a 500 mbps connection to the home should be matched with a 500 mbps upstream. Seriously, think about the BW people are wanting here. If a million (only a million, not the hundreds of millions of internet enabled homes) people on 500 mbps connections want to download at full speed, that's 500,000,000,000,000 bits per second upload BW needed from the servers. 500 terabits per second, on every data provider. Current core bandwidths are ~100 Gbps I believe, with 1 Tbps being tested last year.
At the end of the day, super, super fast broadband connections to the home are faster than the backbone infrastructure can really support. It's no different to buying a car that can reach 190 mph and being capped to 70 mph on the motorway because of traffic and 50 mph in the countryside because the roads are too small and twister to go any faster. It's not Sony's (nor Google's, nor MS's, nor anyone but your ISP's) fault you bought something faster than can actually be used!
If slower speeds are cheaper, you may want to consider paying for a slower connection. It means the final experience is exactly the same because the same core limits are in place, but you save money. Just won't be able to brag about one's peak connection speed.