I am marking this as fixed in the next release.
As of 4.0.4, the "+" will now say "+ New Page"
It definitely stands out more as the button takes up more space.
I have also updated similar + buttons in the book, category, feed, translation, image choosers to use "+ New..." phrasing that is relevant to those contexts.
The notice you posted is also fixed, but has been folded into the current release 4.0.3 build 002.