MediaWiki knows if a wiki link exists or not, so if a wiki page links to a missing special property page like [[Property:Equivalent URI]], the link displays in red and on ontoworld.org the link is to &action=edit.
But if you follow the link and start editing there's no indication that the property is special. The text "This is a special property with a reserved meaning in the wiki" (smw_propertyspecial, see bug 9748) doesn't appear when editing, or when previewing. It's only when you save that you realize you were editing a special property.
Maybe this is just a fact of life in MediaWiki, or perhaps SMW_PropertyPage can do some of its special handling when the article action is in preview and/or edit mode as well as view.