Many stores will now even hand out cards to be included with your baby shower invitations. This saves the guest time by not having to contact the hostess first. It also helps you ensure that you get things that you have registered for in the first place.
When I get a baby shower invitation that does not include baby shower registry information, the first thing I do is just search online for some of the more common places that peep register for baby items.
By using a baby shower registry card, you can skirt the issue. Simply enclose the card and write nothing on the actual invitation. This allows you to at least walk the fine line if it bothers you.