When Poster A first requests then subsequently insists that the Moderator substantiate a comment, and that substantiation can only be in a PM from Poster A to the Moderator, then Poster A has implicitly given permission to the Moderator to reveal that PM. Obviously.
Whether the release of that PM does substantiate the comment is a separate issue, but there is enough justification that the Moderator believes that it does and is responding to Poster A's request.
I expect that there are a lot more whiney PMs from Poster A to the Moderator, does Poster A want us to see them all, if the Moderator can be bothered......