The action center is divided into two section, Security and Maintenance. The message you are talking about is being generated by the Security section, so I guess Microsoft considers it a security issue for you to determine how you want to receive updates. I believe that you can safely turn off that message by simply selecting to "Turn off messages about Windows Update" in the security section, I don't believe that that will have any impact on the "Check for updates" section in the Maintenance area of the action center