Easing into the topic
In the framework of pragma-dialectis, an argumentation theory used to analyze and evaluate argumentative discourse in actual practice, the term to describe a phrase which can sound like advise but is actually a warning is described as argumentum ad baculum, also known as 'appeal to the stick.'
In its fallacious form,
the ad baculum derives its strength from an appeal to human timidity or fear and is a fallacy when the appeal is not logically related to the claim being made. In other words, the emotion resulting from a threat rather than a pertinent reason is used to cause agreement with the purported conclusion of the argument.
An couple of explicit examples would be:
- Chairman of the Board: 'All those opposed to my arguments for the opening of a new department, signify by saying, "I resign."'
- Chief editor to intern: 'You could publish that article, but don't forget who's paying your wage.'
See this info-packed reference for a more detailed description of the concept.
Getting to the good stuff
The non-fallacious variant of the 'appeal to the stick' manifests itself, also according to the above mentioned source,
when the threat or the force is directly or causally related to the conclusion.
In our current context, as the OP has elaborated, 'you will improve what you measure' is intended as an implicit warning, albeit having the appearance of a mere good-natured advice, which translates into the explicit 'measure the wrong thing and you are sunk', or better yet 'unless you measure the correct thing, you will not improve.'
Less formal alternatives
Although the above breakdown should help in answering the question of how to label occurrences of 'something that can be advice but is actually a warning' for the OP's personal peace of mind, it would be rather tedious to attempt and relay such verbose definitions to clients.
In that regard, issuing out a simple, genuine friendly reminder for them to 'measure the right stuff', should suffice. :)