Yeah, afraid it is - just means that while you were deleting the post, the mod had already seen it and was giving the warning (which takes a little bit of time - gotta click boxes, write a message perhaps, etc). We don't infract if the post was deleted by the time we see it (usually anyway, in some extreme cases I suppose it can be considered, etc), so I imagine that's what happened here.
You can always ask the mod who gave the warning, but tbh it's a warning - not worth any infraction points, and deleting the post doesn't mean you didn't break the rules by posting it in the first place.