This has been discussed off and on over the years, e.g. http://www.winehq.org/pipermail/wine-devel/2009-September/078441.html http://www.winehq.org/pipermail/wine-devel/2010-September/086465.html http://www.winehq.org/pipermail/wine-devel/2010-September/086469.html
There is a kind of notification system in place, the winediag debug channel. I think the intent of that was to make it possible for distros to show those messages to the user (maybe with a dialog), and hide all the other log messages.
At the moment, the dll load failure message doesn't go to +winediag. Maybe it should (although there are probably times when it's safe to ignore them, so I'm not sure).
Anyway, +winediag or not, one can imagine a wrapper outside wine that notices events like this and offers to assist the user in those few cases (mfc42? vb6run?) where there's a high likelihood of success.
Here's a crude example:
wine "$@" 2>&1 | tee foo.log if grep -i "Library MFC42.DLL" foo.log then zenity --warning --text "This app seems to need mfc42. Try running winetricks mfc42." fi
It would take a bunch of work to get something worth deploying, but if you're interested, go for it...