I've found that it is sometimes a good idea to reinforce mental models that don't actually reflect the operation of the software (in my case) under it.
Documentation is good, but, in my experience, almost no one ever reads it. I can tell, because of all the questions that I get, that are in the docs.
That's totally my fault. A really good tech writer could probably do a better job of conveying information.
That said, I think that it's important to present good, discoverable UI, that doesn't punish users for exploring.