I think you've made an assumption there, but that both sides are at fault for that, and that's something we can fix. The link wasn't removed due to "advertising" but that it was irrelevant/unneeded. The same point is perfectly made without the link to your site. You use it, so you recommend it. The person could get to your site by visiting your profile -- if you have it there, so linking to it, is unnecessary and didn't add any value.
A PM should have been sent, but from what I can tell, the moderator felt sending it was necessary, as your link didn't seem to for advertising, marketing, self promotion, spam, etc. So they silently did the change and didn't act on it (so I guess you can claim this was an invisible action meant to be as a janitor type function in the background... ).
So although we are very keen to observations and feedback, let's not make that feedback based on assumptions. Also, I have no idea why you couldn't PM the moderator, none of us have settings that would block that (granted, your Trust Level must be 1 before PMs are available, so maybe you were still Trust Level 0 at the time?).