Wikimedia Bugzilla is closed!

I can do it with following code in includes/specials/SpecialUserrights.php:

<pre>
    global $wgUserrightsProtectedUsers;
    if( in_array( User::getCanonicalName( $this->mTarget ), $wgUserrightsProtectedUsers ) ) {
        $out = $this->getOutput();
        $out->setPageTitle( 'Forbidden' );
        $out->addHTML('In the name of Holy Federal Security Service, you can't modify groups of this user.');
        return true;
}
</pre>

More cleanly do it with hook.