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?