Google's Messages app is a clean and simple way to text with simplicity and web messaging support. The latest addition to the app is spam protection, though it does come with some caveats.
This seems to be a server side rollout as most devices are not getting this option yet.
Why would you turn it off? Spam protection can not be a bad thing, can it? Well it does not require Google to collect data from you.
If you're missing out on privacy, you may want to turn it off the pop-up or by heading to Settings> Advanced> Spam protection. For the rest of us, if SMS spam is an issue, this should help quite a bit.
Source: Android Police