This was announced by Siem after Pirates won the shootout 4-2 to lift their first knockout trophy in 10 years.
The match went to penalties after 120 minutes produced a 1-1 stalemate. Two Swallows players missed their spot kicks, including captain Siyabonga Nomvethe.
However Bucs spokesperson Mickey Modisane on Tuesday said the club had not received any formal proclamation in regards to Josephs' behaviour.
Modisane told the Sowetan: "What we found curious is why Moeneeb's stunts are an issue now.
"We have been taken by surprise - he has always done that. Nobody has complained about it before. Why now?
"We will deal with the matter when we get the complaint."