Ah yes, agreed, it would be much better to explain what happened to the user as well. 
At the moment, the continuation expiry just triggers a page reload.
I'm sure we can get a user-visible message across one way or another. I filed When redisplaying pages after continuation expiry, include a user visible error message 路 Issue #81 路 racket/racket-pkg-website 路 GitHub to track that.