Finder Detects SIM Change - what does that mean?

My phone recently received a text message that read, "Finder has detected SIM change." The phone has not left my possession. It is a Samsung Galaxy Note 5 with Android 7 software.  It has F-Secure FREEDOME, SAFE, and Safe Browser on it.  

 

Should I be concerned? Should I block that text message/number?

Thanks! 

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