Can't capture 'Rejected unsafe expression'

[kubaPod]

When using setDynamicModuleVariables method one may face an unsafe expression warning:

Rejected unsafe expression bar during evaluation of ExecuteInDynamicModules[{HoldComplete[FE`x$$...]}, {}, {AsynchronousEvaluate["uuid", Set[FE`x$$..., bar[2]]]}, {}]

But that warning is a side effect and it can't be captured neither in then/catch for the method nor as an 'error' event of the notebook. What is the proper way to handle this?