You raise a good point, and I’ve always placed a high value on consistency. Certainly if printing the caller, normal practice (at least in English books) is that it’s printed at the end of the material being referred to.
If not printing the caller, then for the purpose of this error message it doesn’t matter where the cross-reference is placed. However, for the purpose of digital publishing it does matter. For example, in a phone app you don’t have physical pages where you can print the cross-reference at the bottom, so the only way to alert the user that there’s a cross-reference for a particular verse is either to display the cross-reference inline in the verse itself, or (more likely) display the caller in the text, and the cross-reference pops up in a separate window when the user taps the caller. So even if not printing the caller in the book, you will probably display it in the mobile app, and then you’ll want it to be consistent. Thanks for raising the question.