I’m speaking only for 1/9 of the paid Krita team, and can only hope the rest agrees with me 
I think it’s a good idea to include a warning about that. Not a compatibility table - the problems with it were already discussed. But the warning that some formats on Krita’s side might support color spaces and features that might or might not be possible to open in other applications, and the things to watch out for are:
- 16 and 32bit color depths
- wide gamut RGB profiles (related to the one above)
- non-RGB color spaces
There are issues even sometimes with saving a PNG. PNG can be saved in 16bit, but when you open it in some basic image viewers, the colors will be off because they don’t understand 16bit. It’s not Krita’s fault, but since the rules for what is the “dangerous zone” are quite simple, there is no reason to not include it. Krita has a very extensive color spaces support, and lots of file formats allow for non-sRGB color spaces and profiles, but a lot of programs don’t really support anything more than sRGB. Photoshop of course does support a lot because it’s a photo editing program, but there are things like Gimp or SAI still not supporting CMYK, I’m not sure if SAI support 16bit RGB at all, even. Clip Studio Paint is general higher quality so I’d assume it does support more; @torporus since you have access to CSP, can you tell me if CSP support higher bit depths or different color spaces (CMYK, GRAYA, XYZ, Lab?)
For the actual compatibility opened document in Krita → specific file format, there are warnings on saving, but they don’t warn about “are you sure the application which you want to open it in will be able to open it?”, but the user manual is a really good place for that.
Regarding PSD, Krita won’t ever be able to open PSD properly, and actually I don’t think Photoshop will even be able to read KRA properly, even if they decided to try to support it. The layer stacks are very different, there are features in Krita that don’t exist in Photoshop and vice versa, and making them compatible would defeat all the design that went into the current layer stack the specific application have. Lots of trouble for not that much gain, since most people use things that are already supported, the only troublesome thing is text (16 bit I don’t troublesome because it was the app’s fault, since Photoshop can open it fine - maybe the app can’t even support 16 bit color depths).
Ahh, I’m 98% sure about who wrote this line without even checking the logs
Yes, it is a bit cheeky. But note that there are formats that were supposed to be interchangeable - TIFF, for example (supports a lot of color spaces and yes, has layers), ORA and others. TIFF and ORA has public specifications. PSD support is tricky to implement not only because it includes Photoshop-specific features, but also because there is no way of knowing how it’s implemented without reverse-engineering it. There are some commercial programs out there that could have potentially buy the file format specification from Adobe, but Krita cannot do that: all Krita’s source code is open source, and I don’t think Adobe would want its format to be open sourced.
Basically, Adobe’s file format’s popularity is not something good for users, because it allows only a handful of applications to really support it. However, it still could be worse: it could be .SAI, I’ve heard it’s full of actual encryption 