Insert general warning that the following comments are supposition on my part…
Because the automated warning that people get doesn’t always mean the reported message is against the rules. It’s literally just a warning that people are reporting you for something. It’s nothing that was verified as against the rules by a Blizzard representative.
It’s within the realm of possibilities that someone misclicked on your name to report something and didn’t realize it. There would be no benefit in giving you a copy of that comment.
Quite literally, if you are someone who doesn’t break the rules surrounding chat, you can safely delete the warning and go about your day without ever giving it another thought. If you know that you are skirting the rules (or flat out breaking them), take the warning to heart and clean up your chatting habits.
Lastly, if you want to recommend to the Devs that they DO include the reported chat, I’d suggest using the in-game suggestion feature. Maybe it will be something they implement, maybe not, but it’s up to them.