How do I stop receiving political messages on my iPhone?

Review the specific rules for Political Texts and there is also a link to report a violation of those rules.

https://www.fcc.gov/rules-political-campaign-calls-and-texts

Ironically it is Congress that makes those rules and in most cases consider Political Texts to be free speech which cannot be blocked on sites such as the Do Not Call registry. There are some specific rules such as using an AI voice or automated text that may be a violation that can be reported. Depending on the website, you may also have the option to remove your number.

So, don't visit that site.