This probably should be made more explicit in the FAQ and on-topic page and all that, yes.
Of course, the problem with that, or reason it hasn't been done already, is because it's a fair bit of effort, requires approval from Stack Exchange (the Stack Exchange employees who are Community Managers/"super-mods"), and the payoff is about 0. The people who "need" to read the help before posting don't, so they won't see it anyway, and the people who do read the help will see it, and/or search the site and see the swath I've cut through administration panel questions.
I have, with the help of a handy stack app, vastly improved the close reason I leave, which now links to the help page where the off-topic statement is, as well as two pertinent meta discussions on the subject of administration panels:
Administration panels are off topic. Even the presence of an administration panel on a system, because they take over the systems in strange and non-standard ways, making it difficult or even impossible for actual system administrators to manage the servers normally, and tend to indicate low-quality questions from users with insufficient knowledge for this site.
Some of these administration panels may be on-topic at Webmasters, and their moderators have expressed an interest in seeing some of them migrated, but not all. For example, they don't handle Apache configuration questions, which they direct to us, but since these web panels often make that configuration impossible, overly difficult, or flaky via the "sysadmin way" they're not topical here anymore either. As alluded to in my custom close reason, the other problem is that the majority of these questions are poor questions from what are essentially users, which makes them off topic both here and at Webmasters, as well as excluding them from migration.
It is sometimes the case that a question has no Stack Exchange site on which it is topical. Some may find that unfortunate, but given this community's feeling towards web administration panels (and the questions we get about them), that's really not an appropriate concern for me. This community would rather be subjected to a Sarin gas attack than web administration panel questions, so they're off topic here, even if that means there's no where they're on-topic at.
If I recall correctly, the question you're referring to was actually not a bad question, but it feel into the server configuration realm that Webmasters doesn't want, and the web panel realm that we don't want, so it was just a question without an appropriate home on Stack Exchange at the moment.
Perhaps Super User could consider taking or keeping these questions (the good ones, anyway), as it does take the server configuration questions that we don't now (setting up a home server or configuring a game server or whatever). Web panels could be another sub-category of those type of questions. (Sorry, JourneymanGeek. :p ) But whatever the case, the simple answer is that they're not topical here, even if that strands many of them without a place to go.
