No. Warnings are for the readers, not the characters. If a fic has rough sex in it, then the warnings should list rough sex. Anyway, some types of dub-con are things that aren't upsetting to the characters, but are to anyone else; for example, mind-control where the victim is forced to forget about it afterwards. The victim is all for it during, and has no objections afterwards because s/he doesn't know there's any to be had, but that ain't right.