No, you're not, the culprit is Preview. Complaints should be directed to Apple.
I don't know if Apple would be the right destination for complaints. I saw now that when I try to add some of those security features on Acrobat, I got a message saying that these might not work on third party software, which I take it as a consequence of how PDF's are designed, allowing this things to be removed.
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They are not supposed to be removed. A compliant PDF viewer must respect the security policy.
Apple Preview is not complying to this ISO Standard, and therefore Apple is the right destination for your complaints.
Adobe is simply warning you that such viewers exist out there, so you don't rely on the security policy as a 100%-safe measure, because it's not.
I fail to see how Apple is responsible here. While I agree that Apple should respect that policy, if that policy can easily be circumvented - and it probably is by dozens of third-party PDF manipulation tools - I fail to see a reason for that policy to exist in the first place. The design should be more robust to prevent its circumvention. But that's just my opinion.