Yes, I totally agree with you, why was I getting this message to begin with. However, after even more tooling around the systems department I found that the mail app was not turned on to access the iCloud. Once I set the switch, lo and behold, my email account was already set up (as expected) and mail was streamed in! Who knew? Well of course, someone knew and took for granite everyone has the default setting to on!
Perhaps this small condition should be included with set up so others are aware to ensure the iCloud switch is set to on. I did so much tooling around the phone and on the web and now on this community board and found nothing of use.
Bottom line: Problem solved!