I suspect that was to get around reviewers, and it seems to have worked.
I reported and nuked the app. I have no idea if Apple ever did anything about it.
The baddies are pretty clever.
In App Store apps, where these messages get human review, it could more safely be allowed.
Shady developers would try very hard to get past such checks, for example by changing that message based on the date, IP address range, nearby WiFi networks, receipt of a payload, etc.
They could introduce an optional string-valued entitlement and check its text. That would be a lot easier but still require them to translate messages.
I don't really even care what OP's good intentions are, because the minute the app is sold, those good intentions are out the window. I use very few apps because I assume they are always going to potentially be adversarial to my interests.
The system warning is correct and should not be subject to the developer promising free candy to gullible users.