No offense, but where in the rule book does it say the umpire is to give a pitcher warning about illegal pitches?
You are correct about there not being a must for the warning. I've always seen a warning issued and its still a pretty poor way to end a game. Lets let the players decide the game on the field and not have the ump look to end the game cuz he needs a potty break before his next game.
No offense its ticky tac to wait til the end of the game to call that call!