They did this to a certain extent with a recent update to iBooks. It tries to execute unsigned code and, if successful, throws up a cryptic message about restoring iBooks and/or your device. Within hours of the jailbreak scene discovering this, there was a workaround on Cydia.
I can somewhat understand Apple's stance on this; jailbroken devices are considered to be a piracy risk, even though the majority of users jailbreak their devices for other reasons. And if publishers believe that jailbroken iDevices are a problem, whether that belief has a basis in fact or not, Apple needs to do what it can to keep them happy if their e-books platform is going to be a success.
On the other hand it has been decided by the US Courts that jailbreaking a device you own is not, in itself, illegal. So there's really only so much Apple can do to reduce the functionality of jailbroken devices, whose owners have done nothing wrong in the eyes of the law, without looking like the bad guys.
Some people have suggested that even the iBooks thing could have opened Apple up to potential legal issues, which is perhaps why they made the error message vague rather than emblazoning it with anti-jailbreak warnings.