It would at least be nice to have an actual explanation for a mod action, even if it's "you're a retarded nigger." I might at least consider changing my behavior for that, but "your post was deleted for no reason at all" doesn't really change my behavior if I don't even remember that post.
I'll give a counter-example of a good message. I was told "quit replying to messages in Community Watch" because that's actually a rule.
A mod message that actually suggests better behavior is better than just "lmao you got deleted" because who cares about that? If it just pissed off some jannies, that's probably a good thing.