presumably some folk either have direct, continuing, and unstinted access to Google SE code, or schematics, or failing that have such
magnificent grasp of Google ranking that ranking any page is a dodle :)
nice one Google, can i have access too, perhaps there is a special page on wmt where g tells you "how to rank for widget widget"
Anyway, it stands to reason that if G gives you a warning message like so, yes you may have been penalised, or may be penalised for the future.
Theory: Link related Penalties get applied only at the point the page is rated future searches, existing pages only get the link penalty applied when the come up for re rating whereas new pages get penalised immediately