Yes there instances when there is an actual visual of the psi-projection. Like when Xavier contacts Storm in UXM 171 and she throws a dagger through the image. But when it's so large like with Jean in Space I always interpreted it as an artistic "storytelling" rendering to show the scale of her power being used. Or as with Warren, to show that she made contact with his mind.
It's always interesting how we as readers interpret the same things, differently.