The 31-year-old stormed off the pitch in a game with Leopards on August 28 moments after his cross led to an own-goal by Lidoda Duvha's Thivhavhudzi Ndou at Peter Mokaba Stadium.
Gabuza, who was fed up with the abuse he was receiving from the stands, threw his shirt into the crowd before bizarrely exiting proceedings.
When he returned from the dressing room just before the second half started with an ice pack on his knee, referee Thando Ndzandzeka handed him successive bookings for removing his top and leaving the field without his permission.
Gabuza apologised to the club's supporters the following day and Pirates declined to take further disciplinary action.
Moloi, who worked with Gabuza from 2013 until 2016 at Mayfair, knows the pressures that come with representing the Soweto giants as a player and from the dugout.
"You know to play for Pirates you must have a big heart because you must understand Pirates supporters were spoilt from previous glories," Moloi said.
"At Pirates if given the jersey you must perform. How it was handled, I feel that he needed to be ... what can I say ... I feel that he needed to be protected, because we were all aware this was coming.
"And how did we protect him? We need to rally around him, protect him, and make sure that we get the maximum of Gabuza. Because you know with Gabuza if you go to Africa he'll win it for you. He comes home, you are not so sure ... it's a 50-50 chance.
"But you know the boy has the talent, he has the work rate and he has everything. Let us not focus on his work rate but let us focus on his weaknesses and improve those weaknesses. What is that we can improve from him? How can we protect him? How can we rally around him and make sure that he understands also the pressure that comes with wearing the Pirates jersey?
"Because at the same time it is not only Gabuza who is the victim. It is also the supporters that are a victim, because they feel also they're paying their hard-earned cash and they're not getting anything in return.
"On other hand Gabuza feels that, 'I'm putting hundred percent out there but these people seem like they don't appreciate me'.
"So something of an intervention, some sort of an agreement to say, 'This is where we'll satisfy our supporters and this how we'll satisfy Gabuza'. I think this would have been avoided all of it."