Naturally, the FA's warning bothered me and I felt the need to explain myself. I signaled for her to come back and asked her to hang my coat. What's with the need to exercise control over another human being like that? Hang up your own coat. The fact that he feels entitled to such service says something about him. People that bark orders at flight attendants probably feel that are part of some untouchable/infallible…
The coat closet is at the front of the aircraft. You aren't really allowed to just go rummage through it yourself. So you ask the FA to put your coat in there or to retrieve it.