No it is a warning because in case you forgot, this is fucking Youkai Academy, where if somebody wants to start a fight they simple start a fight and it's not like the Wrestling club lacks members or that we lack 'mob/lackey-class' enemies that could act as simple messengers, in case the new Wrestling club captain needed somebody to play messenger,
Also since that makes Gin an 'outsider' in this situation, the Wrestling Club have no reason to involve him which means it is highly unlikely that he heared it from them
Given Gin's occupation as a member of the NPC, it is far more likely that he found out about it through gossip and then, despite having no reason to tell us, came to us to tell us about the Guy, which makes it a warning
And for that I want to thank him, nothing more,
Because he warned us despite our relationship and that is something I can respect