It should normally hide the entire message box. Oo
On what system are you playing?
Windows 10 64bit 20H2 on a fairly new PC (~ 1 year old components) based on AMD Ryzen
EDIT:
Found it! It's caused by the Cheat Menu MV plugin. Without the plugin it works.
Solution:
Look for the CheatMenu.js in the subfolder \www\js\plugins and edit it with a text editor.
Change the lines 16 and 17 from "true" to "false".
ConfigManager["CheatToggleSkip"] = false;
ConfigManager["CheatToggleHide"] = false;
Save the file and start the game
You don't need the both of them because the game already offers those options and the Cheat Menu only interferes unnecessarily there.