Here are three reasons why it's was inappropriate to keep posting it:
It's not funny when you do it repeatedly.
You posted "(removed)" at least ten times. Maybe it was funny the first or second time, but not the tenth. It was just noise for everybody to scroll past. Did you expect a better response on subsequent postings?
It could be seen as deception.
You have a history of posting annoying or offensive messages in chat. They get flagged and removed, so it's not implausible that these are genuinely deleted messages.
Unless you look carefully, it's not obvious that it's just a regular message. It's easy to assume that you've posted something offensive again. Can you see why people could find that deceptive?
You were asked to stop by a moderator.
Keen asked you
on at least twice (1, 2) to stop posting it. [Amended: per comments, the second “ask” was explaining the chat ban.] Didn't that give you a hint that the joke was lost on everybody else?
(I'm afraid I don't buy the idea that you thought they were “in on the joke”, so to speak. This isn't the first time you've been posting annoying messages in chat, and ignored multiple requests to desist. Why are you unable to respond to a reasonable request?)
A more general comment:
If admins have problem with it, the better way is to modify the system message to distinguish it from user text (like highlight (removed) in a fancy way).
The better way is to behave like an adult. Don't try to trick people with an unfunny joke, and listen when you're asked to stop. If you can't behave properly, then the problem isn't with the site's design or policies, it's with you.
Footnote on design:
For whatever it's worth, there are already different styles. Actually removed messages have a grey tint, while messages with the text "(removed) are shown in white. It's subtle, but it's there:
But that's easy to miss if you're just skimming chat, and it's not an excuse.