I don't know if such messages actually have an impact or not but I recall a few psychological studies from my psych degree that suggested that individuals often behave differently when they feel that they are being watched or even just reminded of the possibility that they are being watched. The study I recall, found that people behaved differently when a mirror was placed in a room or even just a picture of eyes.
To be fair, I am skeptical of a lot of psychological research because of the whole "replicability crisis" and the fact that other researchers are having difficulty replicating a lot of studies. But if it is true, these signs might just make people aware of the possibility that there are cameras around or undercover police officers or something like that. Just food for thought. Again, I can't say if they actually have an effect or not.