This old picture has the writing "Easter eggs for Hitler" on the bombs. I think the use case makes the biggest difference for whether writing a message is perceived as sinister. A bomb which is being sent to someone who has been confirmed to regularily attack civilian targets is not great.
I wonder what the earliest example is of someone writing messages on outbound projectile weapons, or if there are any examples of messages being received, in other words, like if a bomb with a message on it turn out to be a dud and landed in the general's kitchen or something.
Probsbly some good material would come to you. You ever write jokes?