On the My decks page normally it shows a red exclamation mark if the deck contains illegal cards. However, if only the Identity is illegal it does not.
If you unfold the deck list it does say Too many copies of a limited card, but does not indicate the card.
In View or edit mode, it does it correctly.
Example, ban list 26.03
My decks - (Almost) Expected behavior, Title has exclamation mark, illegal cards (Trick shot) has exclamation mark. ID should also, but has not: 
My Decks - with only Illegal ID, no exclamation mark on title, nor on ID: 
Edit mode - does show that the ID is illegal: 