Because they want you to spend money on data. Lol. It's your carrier. If I turn off mobile data, I get no notification. So your carrier inserted that feature so you keep your data on.
I suggest turn on your data, then enable data saver. That will remove that notification. But you won't use up data because that disables data by background processes.
You'll have the data saver icon on the bar though. It looks like a circle with a plus sign.