Its not always possible to message first. Ideally yes, thats what most mods would like to do. But in some situations its better to remove the post then message afterwards if its likely to cause a big off-topic discussion. Like this one for example! Abigail has brought a private matter to a board where it isn't really 'on topic'. But there have been so many replies to it in a fairly short time that to delete it all would be wrong, especially when its drifted 'on topic' (if mods should remove a post or ask the author to remove it).
But different mods deal with things in different ways too, and each post is acted on differently depending what it says.