This is a regular sight when accessing a US government computer system. Even managing things like Global Entry come with such a warning.

These types of messages largely stem from NIST 800-171 (and related standards). Specifically NIST 800-171 has the control "Display a system use notification message with privacy and security notices consistent with applicable CUI [controlled unclassified information] rules before granting access to the system." So it is very common when dealing with companies that are government contractors or subcontractors. 800-171 also sometimes gets used as a security framework even when not dealing with the government so these requirements sometimes end up outside those contexts as well.