AFAIK it's only present on EU/UK firmware, Sony claims it's becuase of some EU law.
I have several TVs and none show this annoying message even on latest firmware I call this bullshit
In Vincent's recent interview with the TCL exec this was covered. He mentioned that TCL were given a G rating by the EU standards agency because they refused to implement these messages, whereas other companies may wish to have a 'better' rating and do so by implementing these messages. It's annoying as fuck, I'm no legal expert, but they should just have a global setting to tick a box that says you understand altering values can increase power usage and tick that box once and be done with it. Maybe as it is Android TV it is something that is actually accessible in Developer Options menu?
Here is the video (timestamped) where they discuss it