I think there a point for and against warnings, but I have to disagree with your specific reason for it in this case. Because once you argue that... whats the point in warnings in other areas of the site(Forums, etc.)?
I think a more valid point is that there simply is not enough resources (staff) to handle site side violations. With the forum system you can at least add moderators. Site side you only really have a few admins.
All that said, there might be a compromise. Maybe one open to view forum for those site banned to appeal where moderators can review and decide if it's valid enough to escalate the review to the site administrators. A kind of double filtering system so administrators only need to bother with those that truly could have slipped up OR found a problem in the rules where it can be interpreted one way by one and another way by someone else.
But yes... I agree that as of right now it just doesnt make sense. I run a couple websites and I can say that I completely agree with the admins on this. Unless you have a system in place... its completely overwhelming to do warnings on site violations and requires a LOT of resources to do(site wide side staff).
