That is a security message. It was also on the "old" email system.
It is to alert you that the rules have been changed or set up. While you obviously are aware of that in this instance, but if your email account was hacked and for instance a new rule was set up to forward your emails to the hacker you previously would not have been aware of that, where as now the banner tells you the rules have been changed.
The banner will pop up every time you log onto your email account for a few days and can not be turned off for obvious reasons ie the hacker can not turn it off either.
