Are you running some kind of web protection service, for example Avast antivirus built in web protection?
This certainly sounds like something Chrome would consider management. If there aren't any policies under chrome://policy/ I wouldn't worry about it.
Removing the registry entries won't help if a web protection service is applying it again.
I think google should address this since this isn't a message that is relevant nor applicable for personal users.
However, it is by design and nothing to worry about.