Oh, tosh. If a prestige class is in the DMG, players are going to know it's there and want to have it as an option. The majority of players also have a pretty good idea of other available prestige classes, suggested wealth per level, and magic item prices, and those are in the DMG as well.
Also, how is renaming the Red Wizard any different than renaming the warforged?
(By the way, I just want to point out that I am ABSOLUTELY against having the warforged as a core PHB choice - I'm just saying that there's precedence for WotC putting setting-specific stuff into core books. I'm guessing that the warforged will most likely end up in the PHB, much to my chagrin - damn those robots!)