My intuition is that it doesn’t matter, since that is basically the core function of copyright. No need to explicitly state it. You don’t even need to mark the work as copyrighted, since all works benefit from copyright automatically.

On the other hand, the explicit, implicit, or expected refusal of the owner to license it for certain purpose weighs in favor of fair use. This is because of the fourth statutory factor, the effect on the market for the original. It’s harder for the owner to argue that you are depriving them of a market if they refuse to serve that market. It can go the other way though if the owner can show that the use will nevertheless affect demand for the work in the markets the owner does want to enter.

The expected inability to get licensing is also one of the reasons for parody, and satire to a lesser extent[1], enjoying a presumption of fair use. Owners are unlikely to license someone to mock their work, but there is a fundamental free speech interest in allowing such mockery and commentary.

[1] Parody is primarily commentary on the original work, while satire is using the original for commentary on other issues.