"As we approached, they gave out five blasts on their horn. Which means 'have you seen us?'. We immediately turned two degrees to port, so they could see we made a deliberate change of course, which meant we had seen them.
Direct quote from one of the people on the boat.
"After the distance had closed to 150m, the frigate's commander decided to fire warning shots across the vessel’s bow using small arms,” the ministry said. The yacht then changed course and sailed away, it said.
Not clever on their behalf.
"I was just standing on my course and, as I'm a sailing boat on a course under sail, I've got right of way," he said.
You might have right of way, but they have guns, and a somewhat justified paranoia about small vessels.