Hasn't everyone on the forum had a warning? I haven't. Aside from that, I don't see the problem with flagging the post that generated the warning. That doesn't need to indicate who complained but it would indicate what rule and been violated.
I think I have had three.
In extreme cases they'll basically do that, either by deleting the content (in which case anyone can see that it was a mod that removed it) or putting a modbox below it saying "okay guys, things are getting out of hand here, let's knock it off" (although a lot of the times I imagine there are not warnings given out then, the hope being that people will play nicely with each other after that happens). I'm pretty against what you're saying for a couple of reasons:
1. Not all reported posts get reported. In fact, part of the "fun" of hanging out in the super-secret and yet publicly extant and advertised forum chatroom is that sometimes when I report a post a mod will be right there to say to me "Johnny Slick, you reported this for dumb reasons and no further action will be taken". I suspect that not everyone who reports stuff is ready to encounter that kind of negative feedback.
2. This crap tends to lead to public lobbying of the mods, which, fuck that noise. The mods are not paid to do what they do. I know that some of them have actually had their SGUF experience negatively impacted by the strains of moderating and, frankly, it sounds way too much like work to me. Reddit, for all its emphasis on freeze peach, doesn't even publicly announce warnings/bannings - they even have the shadowban that hides posts from everybody but the poster so they don't figure out nobody can see them troll until they take extra steps. I don't understand why we'd want to tax these people more, that is unless we get our jollies from pissing off authority types, in which case go pepper spray a cop or something.
3. Additionally, for people such as the OP, a huge negative side effect of making warnings public is that everybody gets to see exactly how far they can push the mods before the hammer goes down and also exactly how far they have to push someone to elicit a warning-worth response from them. Sometimes (as with at least a couple of what I can only guess were the warned posts that resulted in OP's vacation) it's rather obvious but other times, especially when the original poster is recalcitrant and removes the offensive content, it's not. When a person is going out of their way to piss off a group of people, it is not uncommon for that group to find its own creative ways to get rid of the pisser offer and bring harmony back to the group. Hiding warnings prevents one of the easier ways of doing this.