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I don't know how to stop the message. I never get that message. On Star requires a cellular connection. It will connect, or attempt to connect, regardless of whether you have an active subscription or not. And it will continue to provide diagnostic data that your dealer can access, and you can to by logging on to the mychevrolet web site. I found this in the owners manual that says you may get the message if there is no cellular service. It does not say how to stop the message.
Mine did that for almost a year and when I had the oil changed and a couple of updates done, the message was gone. I mentioned it to the service manager and he took care of it somehow. I had called ON Star several times from the car and told them about the message and they kept shooting me a signal to stop the signal but it never worked. I just gave up on it until I told my dealer about it. I recommend telling your dealer about it and they probably can fix it just like mine did.