No, one’d just usually be informed that they were blocked (and sometimes only if you had a real action), although the way Rubik worded it was pretty clear that it was either an investigative or disruptive role.Laughs in "I'm not convinced SMS is actually Cop", though the point about protection is interesting. With that said, do you typically know you've been jailed, because that's a piece of info that is curiously missing.
Jailers are more common that Town Roleblockers in small setups here, so it kinda makes sense for them to assume that’s a thing. And even if they interpreted as something like Tracker that’s prolly something they would want to get rid as soon as the Cop at best.