XFCE 4.16 (Debian 11) doesn't support Wayland apps.
However, foot still appears in its menu.
When clicking the menu, there is no user-visible impact of an error.
This appears in .xsession-errors:
info: main.c:356: version: 1.6.4 +ime
info: main.c:363: arch: x86_64/64-bit
info: main.c:367: locale: en_AU.UTF-8
err: config.c:2109: no configuration found, using defaults
err: wayland.c:1111: failed to connect to wayland; no compositor running?
info: main.c:523: goodbye
Can you make the menu item only appear where it will work (e.g. whitelist/blacklist named desktop environments)?
Obviously you cannot pop up an X11 error message -- you don't want to implement X at all.
However, at least XFCE (usually) accepts XDG notify events.
So you could send a notification message to cause an error popup, e.g.
Wayland environment not found. Is your desktop X11-only?