Come on Nik, it is logical that you can't start a training session with an intense drill. You have to do some warm-up first. This can be done with the warm-up drill itself or with any other light drills. The penalty is justified. This game is not as simple as you thought it is. In fact, this is how a football management game should be; there should be a penalty for anything done that goes against the logic of football. The final drill of a training session should also be less intense; intensive drills should be in the middle.
By the way, I am sure that many other users of this game made the same mistake that you did, and many of them learned from this mistake.