If you scroll to the very bottom of the site, there is a link to the modlog. That is lemmy-wide (ie. everything federated) and you can filter by action and user.
You can also check community-specific modlogs from a button in the sidebar of whatever community.
The closest GitHub issue I could find regarding this would be: https://github.com/LemmyNet/lemmy/issues/4572
Doesn’t seem to relate to site bans, though. Also doesn’t appear to be planned in the near future, unfortunately. I agree it would be nice if it emailed the user letting them know.
This is another issue I’ve been patiently awaiting the implementation of: https://github.com/LemmyNet/lemmy/issues/4699
It’s in the 0.19.5 milestone. It should hopefully help to undo silly mistakes like this in the future.