Because you have checkmark selection turned on.  If you don't want this (and I'd say most of us don't) then:
1. Open Control Panel.
2. Open File Explorer Options
3. In the View tab, navigate to the checkbox for Use checkboxes to select items and uncheck it.
4. Navigate to the OK button and activate.

The announcement should now be gone since checkboxes for selection should now be gone, too.
--

Brian - Virginia, USA - Windows 10, 64-Bit, Version 22H2, Build 19045; Office 2016, Version 16.0.15726.20188, 32-bit

"Be Yourself" is the worst advice you can give to some people.

       ~ Tom Masson