I want a pleasing immediate experience, so informing the user isn't really what I'm looking to do. OTOH, it probably makes sense to package two tarballs. Either way the package includes just one setup.py, and it doesn't install any third-party packages, it would only make a difference when you run the server out of the unpacked directory.
OTOH, Twisted is looking pretty large -- 800K compressed, to include twisted core, twisted.web, and Zope interfaces. Which is disappointing. WSGIUtils and a couple other servers are only a file, so it's easier.