You manager is doing "show, don't tell". Yes, you have trainings, policies, priorities, meetings, values but in real life people often fail to learn until they have practical feedback from the real world. Yes, you have a protocol for making sure certain documents are properly handled. Your manager wanted to show you that it only takes a single motivated person passing by your desk to make some of those documents well... disappear... This time it was your manager whos motivation is to keep the company healthy. Next time it could be someone secretly working for another company or a guest or a blogger invited to see and shoot the office with a hi-res camera.

I realize that you consider this way of teaching too harsh but if you compare what was done versus what could go wrong I guess you'll agree that all you've got was a bit of discomfort (you work was not impaired) and the manager was trying to make sure important policies are being followed. The document was moved into your desk, not to another room and not to a security officer (btw I'm sure you would not come here to ask "oh, I left a classified document on my desk and my manager handled it to a security officer, what do I say to my manager to prevent this from happening again?"). So I'd say the measures were within reasonable limits but no, that was not a pleasant experience for you.

So you actual question was what to say to your manager... You have two options. One is you say nothing because well, the incident is over and it's not necessary to bring it up again. Another is you go to your manager and say that you appreciate him grasping the key aspects of your job and will do your best to follow the policies. Explaining that you only discovered that specific policy when it was "too late" won't hurt, just don't focus on it as if it makes the manager a problem. The second option will also suit in case this incident is brought up later by your manager (during a review perhaps).

You manager is doing "show, don't tell". Yes, you have trainings, policies, priorities, meetings, values but in real life people often fail to learn until they have practical feedback from the real world. Yes, you have a protocol for making sure certain documents are properly handled. Your manager wanted to show you that it only takes a single motivated person passing by your desk to make some of those documents well... disappear... This time it was your manager whos motivation is to keep the company healthy. Next time it could be someone secretly working for another company or a guest or a blogger invited to see and shoot the office with a hi-res camera.

I realize that you consider this way of teaching too harsh but if you compare what was done versus what could go wrong I guess you'll agree that all you've got was a bit of discomfort (you work was not impaired) and the manager was trying to make sure important policies are being followed. The document was moved into your desk, not to another room and not to a security officer (btw I'm sure you would not come here to ask "oh, I left a classified document on my desk and my manager handled it to a security officer, what do I say to my manager to prevent this from happening again?"). So I'd say the measures were within reasonable limits but no, that was not a pleasant experience for you.

So your actual question was what to say to your manager... You have two options. One is you say nothing because well, the incident is over and it's not necessary to bring it up again. Another is you go to your manager and say that you appreciate that he helps you learn the key aspects of your job and that you will do your best to follow the policies and not let him and the company down. Explaining that you only discovered that specific policy when it was "too late" won't hurt, just don't focus on it as if it makes the manager a problem. The second option will also suit in case this incident is brought up later by your manager (during a review perhaps).