IMO there's a difference between "use at your own risk" and "this is actually not meant to be called from the outside and if it is it will violate some invariant in the code". Those are two different concepts and it makes sense to distinguish them. Of course in high level highly managed languages like python it makes sense that the difference between the two can be rather fuzzy at times but in low level code there's often a clear difference.
Take for instance a socket class in C++, you might have a private method that deals with the low level details of the libc's socket calls. It's called at construction time and never later, and calling it would cause the current socket to be replaced by the new one (leaking the fd in the process) because it's only meant to be used at init time. Clearly it's not "use at your own risk", it's "code that calls this from the outside is fundamentally broken". Having the compiler enforce this invariant is a useful feature.
Meanwhile you can also have "use at your own risk" methods, for instance "get_raw_fd" if you want to be able to access the underlying socket. It makes it easy to break things but has legitimate use cases.
Of course you could say that you could just tag these private in a certain way and let coder discipline do the rest, but then again you could say that of pretty much all static validation (which, I suppose, makes sense if you like very dynamic languages like Python).