This has been recognized by HMS users in the past and a solution has been requested. I voted for both. You can follow the links below to the Wishlist topics, vote for them, and then add a post at the bottom of you want.
If you are arming from the keypad, there is no warning or notification of an open sensor. However, if you arm from the app, it will give you a visual indication of a sensor left open:
below to the Wishlist topics, vote for them, and then add a post at the bottom of you want.