Fair point on the fact that is anything but intuitive.
Of course the easiest way to achieve it without adding a lot of new things would simply be to:
1) change the menu from "issue a warning" to "warnings and notes"
2) add a new field "notes"
3) use that field to simply fill in a 0-points warning.
Not neat, a bit ugly, but it should work...
ETA: mmm...thinking about it, it can be even easier:
1) rename the menu to "notes and warnings" (or "user moderation" or something similar, native English speaker can give better alternatives)
2) rename "Reason for Warning:" to "Moderation note:"
So nothing to add, just a bit of make-up.