Sharna Burgess thinks Machine Gun Kelly's just trying to mark his territory ... claiming he's simply trying to assert his authority by sending a threatening DM to her man, Brian Austin Green.

The former "Dancing with the Stars" pro took to Instagram a few hours after BAG posted MGK's aggressive direct message to IG ... in which he claimed Sharna and Brian were only asking about whether his daughter with Megan Fox had been born in order to tip TMZ off about it.

Brian laughed off the message ... and, it looks like Burgess isn't taking it too seriously either -- 'cause she posted a simple "lol" followed by, "That was about the equivalent of a dog pissing on its territory making it known it's back in the area. So eloquently put too. Bravo."

Sharna then revealed she and Brian were asking about Fox and Kelly's kiddo because Fox and Green's kids kept asking them ... since they're so excited to welcome a new member to the fam.

Burgess added, "Being a step parent requires (among other things) selflessness, empathy, loyalty, honesty, an open heart and patience. If these are not qualities you consider yourself to have or be able to develop, [then] you should ask yourself if you deserve to be in their lives. Because they deserve the absolute best." She doesn't name-check Kelly here ... but, it seems clear who she's talking about in this social media shot.

Of course, the little one is here now ... 'cause Megan and MGK announced the new via social media Thursday hours after all this drama went down -- with Kelly sharing a black-and-white photo of the baby's hand.