It is sufficient. He warned you, you didn't run away or warn him of RP implications. Before I fire on someone I usually say leave the area or I'll open fire. If they don't leave, I open fire. I don't pirate because I don't like ruining other peoples fun for my own gain, so I usually just warn people who are enemies of the factions I am involved with.
"I shoot Rogues" is still a warning. Not a very in depth warning, but it is still a warning. I like to at least say a few lines before I open fire.
