I'm not quite sure what the correct way to deal with this situation would be, if we want to address this at all. I figure that most users of games that rely on the D3DX utility DLLs usually won't have any reason to install the WIC redist, and most of the time, they would have cause to install the native d3dx9_*.dll libraries to work around unimplemented functionality, which would sidestep the issue.
I suppose, given that winetricks does offer verbs that potentially break builtins, the issue could simply be ignored, or a warning could be issued regarding the potential issue, if you think that's merited.
I guess it's not a problem. It's just that up until now, I've been trying to keep them interchangeable.
I don't think there's a need for a warning, as long as it's easy to identify the situation from logs, starting from the default output. It should be pretty obvious: a failure to instantiate a builtin WIC clsid followed by a d3dx fixme.