Are we talking about this edit?  That looks like vandalism to me. I have no idea who Mr. Pena is, but the IP modified someone else's comments and added something that looks like irrelevant nonsense. To answer your question, I doubt there's a written rule anywhere about removing obviously incorrect warnings, but it falls into the category of "things that are obviously a good idea".  If someone is a good faith user, we don't want to drive them away by falsely accusing them of vandalism.  But in this case, I would not suggest removing the warning - you should only remove the warning (or replace it with a personal message) if the edit was obviously not vandalism.