No, there actually was a warning: plenty of countries have (in the meantime) put official sanctions in place but it has taken a while (and longer than expected) for that to ramp up to the point where actual legal action was taken against those busting the sanctions. More and more companies are figuring out that what they are doing may very well be interpreted as sanction busting and obviously the first to be addressed are the ones that are in the weapons and dual use trades. Where hosting falls on that scale I couldn't tell you but I do know that I'm risk averse enough not to want to figure out whether I know more than the authorities on where that line lies.
Likely some of the more recent arrests in Germany have woken up Hetzner to the possibility that what they are doing may well be interpreted as illegal even if it wasn't spelled out to them in a way that they heard it, or maybe they figured the war would be over before it was their turn. Who is to know? The fact that they turn around now is possibly reflective of direct pressure on them or it may be their own reasoning, someone downthread suggests that Hetzner may well have lost its usefulness in terms of being an intercept. The possibilities are endless and it is all just speculation, I'd take the letter at face value and leave it at that.