Because you have money or metadata, and somebody wants it, and they decided to scare you to try to get your money or your data.
Words like HACKER! and VIRUS! can open wallets all over, and fear routinely gets some unnecessary and sketchy apps installed. Recipients are encouraged to DO SOMETHING! (The recommended “something” can be difficult to distinguish from malware, too. If not actually malware. Add-on “coffee shop” VPNs are an example of badly solving a problem that hasn’t existed for a decade or so, but badly solving it in a way perfect for collecting personally-identified metadata.)
Games are increasingly monetized, advertised, gamified, metadata-collecting, morasses of dark patterns, too. (The subset of games available in Apple Arcade games tend to have less of the badness that is permeating too many of the other games.)
The ad networks can also be a mess of sketchy ads, and add-on anti-malware can itself be problematic.
Here? That’s an audio file being served by the game itself or by an advertiser via an ad network, and with deliberately-scary sketchy content tagging. Not a hack. Not malware.