Well, first off, you're never allowed to discuss moderator actions in public, but since you have, maybe I can explain things for you.
From what I understand with Steam, moderator features there are extremely basic / limited, and warnings likely mean nothing to your account, it's just the only easy way for a moderator to be able to contact you without adding you to their friends list or discussing the warning / moderator actions in that topic which isn't ideal and only makes things messy if they have to constantly bump topics like that. So deleting your post to allow the topic to drop back down in priority and locking that topic to prevent future mistakes really is the best action they can do in that situation. Also, I think handing you a warning message is a new feature as I don't remember them having that option back when I was a moderator there. Back then, they would issue a temporary ban for like 1 day or 1 hour (can't remember as I didn't really moderate there much) just to get a message across to the person which was very tacky and no one liked it.
So ya, avoid old topics and all is fine for you. And never take things like that personal. They're just doing what they can to keep the forums clean, relevant and friendly.