I have the same problem.
My region in settings is set to the USA, and I have active subscriptions in the USA, which has prohibited a region change in the past.
After doing a comparison using Microsoft Word's "compare documents," the murkiness of what the Chinese government can deem unacceptable is vague and scary part. In other words, documents or photos may be removed.
Back to this topic - I restarted 100 times - with and without the VPN on/off and on different wireless and wired networks. Same things pops up ALL the time, regardless of the VPM putting me in the USA.
I called Apple about it (the Philippines service center I reached) and they said I can ignore it. But it is super annoying.
I have to believe they have discovered this bug and the next update will make this go away or work.
Darrick
[Edited by Moderator]