set_prolog_flag(unknown,fail)

I want a dynamic module fail when it comes to an undefined predicate, so I:
 w:set_prolog_flag(unknown,fail).
 But it warns me that setting unknown to a value other than error is not recommended in the global module, as if I'm setting flag in the user module, and then I find that it does take effect in the user module.
 Isn't this call correct?
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