Unwanted notifications on MacBook

The simple explanation is that you granted permission for one or more websites to harass you with Notifications. Notifications are not malicious in and of themselves, but can cause needless concern and may lead to taking unjustified actions — as you did.

Unless you have a valid reason for agreeing to that annoyance, your automatic and reflexive response ought to be "just say no."

Refer to this excerpt from Effective defenses against malware and other threats - Apple Community — specifically, the last bullet point below:

Beware spontaneously appearing, unsolicited popups demanding immediate action. Think before you click.

• ...
• If you encounter a website, popup, text message, email, or phone call alleging your Mac is infested with some ick or that you need to take immediate action lest dire circumstances ensue, it is 100% fraudulent. Ignore it. Read Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams.
• The same goes for website Notifications — attention-getting banners that appear at the top right corner of your screen. Safari gives you a great degree of control over them: Customize website notifications in Safari on Mac. Most of those Notifications are simply annoying, but some are intended to frighten and deceive you into installing something nefarious.

The Notification you described is a lie. It can allege literally anything.