You can clearly see Auger's lips in the video (and I'd think that there's more than those 6 seconds around somewhere). A lip reader would be able to make out at least a few words. If that was done then what harm would there be in the NHL coming out and replaying what was said? In my opinion this was never done. The NHL asked him what happened, figured that it would be difficult for them to prove anything, and moved on. The $2,500 fine is quite small.
Now, what is the NHLPA stance on this? Do they have a written policy as to what a player should do if approached in this way by a referee? Does the NHL have a policy for Code of Conduct or Ethics? Surely there's something there that states you are bound to report unethical behavior and, just as surely, there has to be a clause there regarding retribution.
Sure, Burrows did not follow proper channels, but the intent to report unethical behavior certainly cannot be denied. How can they fine him if they did not come out and say that he was wrong?