Confirmed.
3.9.21-dev nightly

is’nt that related to the use of iframes? (not on desktop to check for now)

yes probably

For me this is a won't fix. If the user followed the instructions in the message then they will never get to a page like this.

The root problem is that Joomla has no concept of "This is a partial view" (even though tmpl=component) and so things get rendered twice. This is just another example like #29652

Plugins should respect the &tmpl=component part of the url and not load in a modal - UNLESS they are needed for functionality inside that modal.

This one can be "fixed" easily though. It could load like the Post Installation Message warning, and only load on the admin home page.

Thinking about it the "stats gathering" message could also be restricted to the admin homepage too, as that gets annoying