As a workaround I'm currently using a wrapper bash script that parses the source psql script and checks if the 'include' and 'copy-from' files do really exist.
I would suggest an enhancement whereby psql will send a guaranteed-to-fail command to the server upon failing to find an included file - at least in non-interactive mode; in interactive mode the warning is likely sufficient though the interplay with auto-commit would be concerning.
