It depeds on the situation, but I tend to point these things out. I think it makes my proposal look more complete if I point out mistakes and the fact that I considered them before starting the project. A customer might pay a considerable amount more if they know I'm not going to hit them with change orders.

I personally don't like change orders. I would never submit a low bid to get a job thinking "I'll just make it up on change orders". My regular customers know this and often don't even get competing bids.