Can others hack iPhone 14 Pro Max and record screen/control my phone???

Recently when working on a Banking app, My session timed out and presented with this message. 'Your mobile screen is being recorded or viewed on another device. Please close any screen-sharing Apps (for eg: Anydesk, Team Viewer, Quick Support, Airdroid) before using MobileBanking App.'

I have not clicked any link in recent times, I do not have any unwanted apps installed on my iPhone and it is upto date and it is NOT jailbroken.

Is it possible for someone can do all this stuffs without my knowledge? How can I prevent myself from such act?