Yes, on my last cruise there were announcements on the TV, and in the Cruise Compass reminding people of the time change to match island time for Grand Cayman and Cozumel.
Again, I know it's up to the captain, so I guess that was his choice to do it to avoid any confusion.
2007 - Majesty of the Seas
2009 - Enchantment of the Seas
2010 - Freedom of the Seas