"Could Not Activate Cellular Data Network" in Messages App

I disabled my APN setting coz I don't want to use data network of my carrier for now.

Why do I get the error "Could Not Activate Cellular Data Network" when I go to Messages? It doesn't use data connection or internet connection since its only SMS. The pop-up error message is irritating me. Makes me think that something in Messages App also eats data in the background for some reason.