Just done some reading around it and apparently it tells you if you’re on a device where the interactive options won’t work. I’m not sure how it would know that with the PS though.
It does say this:
You can only view Bandersnatch if there is a red and white lightning bolt in the corner of the screen, otherwise, you won’t be able to use the interactive functions.
I might watch it via the Sky Netflix app just in case then.