I like this idea but not for the reason stated.
Tell me if im wrong - but the reason why you want your allies to know you have no mana is so they will stop yelling "heal" or "shield" at you. I don't think thats the right way to approach that. For starters the kind of personality thats going to yell such things isn't going to check your mana status before acting like the child in the toy store who is told by the parent they can't afford what they want.
That kind of thinking also plays into the philosophy that there are certain DG's that exist to serve the others. Its just not how this game is put together. While there are abilities that can help your allies and a skilled player will do so every DG is there to bash up things, get xp and gold. If you merely timidly follow somebody around supporting them your DG will not keep up.
Instead I think this idea is valid in instances of organisation - when organised games and clans really start to happen being able to tell one of your teammates to drop back and fill up on mana at the crystal could be very handy. There are also the odd couple of things in the game that allow you to boost an allies mana regeneration and being able to see somebody needs it greatly facilitates being able to work more effectively with them.