Embed Notice

I am starting to think these Lockdown Mode notifications are even dumber and confusing than I thought.

I get them all the time while I chat with someone, for example, after their first message. Apparently, they don't do anything because the conversation keeps going. (This happens with people who are in my contact list btw)

But then, the other day I saw one one of these warnings, which named a person I wasn't messaging with at the time.

Should I assume this means they were messaging me and Lockdown Mode prevented them?

Does anyone know what these notifications actually mean? Or what they are supposed to tell a Lockdown Mode user?