This is a feature request and not a bug. I recently played Anno 1800, which was often crashing in the late Game. I thought this was a Bug in Proton, until I run dmesg, which shows the Game was killed due to out of memory. Fater that I was able to solve the problem with a Swapfile. It would really help if KDE could show a Message Box if a Program crashes due to out of memory. Most Users don't run dmesg. If KDE would show a Message Box, the User would know that the Problem is caused by their System (not enough RAM) and is not a problem with the Program itself.
As an alternate solution, you could consider using https://github.com/rfjakob/earlyoom, which supports sending notifications.
Indeed, this is the responsibility of something beneath any KDE software, which doesn't manage program memory. We *could* implement something ourselves, but it's not really the right layer to do it IMO. I'd say it's a distro responsibility to handle this situation.