To ask why "Does SpaceX not review the data / warnings before launch?" instead of asking "why did Space-X choose to launch when there was a warning" are two drastically different questions. The first has an assumption that checking for the warning is the problem while the second does not make an assumption of the problem.
I think it's a pretty poor assumption that an organization like Space-X would not check the warnings before launch. They likely have an NOAA rep advising their decision. It's silly to assume a highly regulated multi-million dollar discipline that has little tolerance for failure (space flight) would be so haphazard. Even pilots of small airplanes are required to check government notifications before each flight. So I'm curious, why did they launch when that warning existed?
There are two options:
1) They don’t monitor the warnings.
2) The warning doesn’t matter. Move fast and breaking things.
Both options are bad.
4) The severity of the situation was misjudged
5) They decided to try a real-world experiment to determine whether their expectations were correct
Seeing how the satellites were taken down not by the storm itself but the atmosphere slightly expanding to make the low-orbit to high-orbit move physically impossible, I wonder if this is something that hadn’t been encountered before, or is a known phenomenon but with unknown consequences.
Known phenomenon with unknown consequences tends to be the kind of stuff SpaceX likes to hurl headfirst into to see what breaks.
In my opinion it's pretty clear the jist of his message is "how did this happen when there was a freely available warning"