Hi Orson H,
Thanks for posting your question in the Microsoft Q&A forum.
Azure Stack HCI is designed to integrate closely with Azure for management, monitoring, and billing purposes, when you start PowerShell, the system is checking its registration status with Azure.
This option in SConfig is specifically designed to launch an elevated PowerShell session for Azure Stack HCI management. It's not just launching a regular PowerShell session, but one that's configured for Azure Stack HCI administration.
The system is automatically providing you with information about its Azure registration status when you enter this management environment.
Please don't forget to close up the thread here by upvoting and accept it as an answer if it is helpful