On oral and handjobs, definitely because I wouldn't want her to either slow down or change technique when I'm that close. And in the case of oral, even when you know she is going to swallow the lot, I think it's only fair to warn them so they can be ready.
During penetration there isn't a need although, as pointed out, a good WG should know when you are going to ejaculate.
This does remind me of a punt I had a few months ago; the girl in question was riding me and it felt so incredibly good that I let her stay on top for ages. Anyway, she was clearly starting to tire as she was slowing down and was seemingly about to stop when (because I didn't want her to stop) I yelled that I was so close I was about to cum (I was quite close but not that close) and she paused, looked down on me and continued bouncing up and down on my cock far quicker than she had done previously and eventually brought me to a brilliant climax. Talk about getting a second wind. I don't know where she found that burst of energy from.
I kind of felt like her personal trainer at that point, pushing her to and beyond her limits.