I don't recall seeing anything like this in D3D11 - is there a specific way to enable these warnings?
In D3D9 you'd use the DirectX control panel to enable the debug device and also turn up the debug output level to max. In GL you'd use gdebugger
In the D3D10/11 section of that control panel, it allows you to mute warnings regarding "state setting", which might encompass redundant states, but I'm not sure. The message ID list doesn't seem to contain any entries for redundant calls, unless they're reported using the 'info' ID...
Maybe D3D10/11 do filter redundant states internally, or maybe they don't even filter them in debug mode?