You got your recovery when you logged in first time.
In that window, where recovery key was shown, was a message telling you, that you should save this key somewhere safe, cause you’re the only owner of that key and if you lose access to your account, that’ll be the only way to recover anything.
It’s a safety measure. That way no one beside you have all of your data.
But, there’s a way, a little tricky, but is. You’ll need to backup your identities (if you have access to them on some other device), use Fallback, create new recovery key and import that identities back. From what I remember, you must do this offline.
That’ll be one of two ways to get rid of that annoying message.
Second would be to use Fallback as is, but this will delete all of your identities, everything synced up with myTS, etc.