Design contradictions between test levels

I thought I'd spend tonight finishing off the BDD Chessboard Kata exercise I started with Jim McDonald at an XP Manchester coding dojo. Jim is a fan of emergent design, whereas I advocate a little design up front.
For those who don't know the kata. There are a number of predefined specifications written in the Gherkin DSL based around the movement of 2 chess pieces on a chessboard.
This is the feature we were implementing.

Feature: Boundaries of the board.
In order to obey the rules of Chess
As a player
I want to be prevented from entering moves outside the boundary of the board.

Scenario: Pawn at top.
Given I have a White Pawn at A8
And I have a Black Knight at A1
When I move the Pawn to A9
Then I should be warned of an illegal move message

Scenario: Knight heads off board
Given I have a Black Knight at G8
And I have a White Pawn at A1
And I move the Pawn to A2
When I move the Knight to I7
Then I should be warned of an illegal move message

We've completed most of the steps on each of the scenarios using a location class implementing

    public interface ILocation

    {

        void MoveTo(string location);

    }

Each time we touched a class we've covered it with mspec tests.

    [Subject(typeof(Location))]

    public class When_creating_a_location_with_an_invalid_position

    {

        Because of = () =>; exception = Catch.Exception(() =>; new Location("Z22"));

        Behaves_like<AnInvalidLocation>; its_in_the_wrong_location;

        protected static Exception exception;

    }

    [Subject(typeof(Location))]

    public class When_moving_a_piece_to_invalid_location

    {

        Establish that = () =>; location = new Location("A1");

        Because of = () =>; exception = Catch.Exception( ()=>; location.MoveTo("X2"));

        Behaves_like<AnInvalidLocation> an_invalid_move; 

        protected static Exception exception;

        static ILocation location;

    }

I've DRYed out (a little) the invalid move behaviour in my Location.

Now that I've come to implement my final step, "Then I should be warned of an illegal move message".
I suddenly need to implement the invalid move behaviour. (Even though the WHEN is where the invalid move occurs I don't need to write the behaviour yet).

So this is where the emergent design has lead me to. If I am to follow the YAGNI or LRM principles I don't want do anything thing more than display a message. But If I change the behaviour of my location classes' MoveTo method to return a message, then the good design principles that my class level specifications has lead me too are at odds with the demands of the specification passing.

I am trying not to introduce another class to handle game messaging but by not doing so I undo my hard work at the class level. Is this the last responsible moment?