Hi Customer,
Welcome to Microsoft Community.
According to the original description, the device encountered changes in power mode due to changes in game load, and resource consumption.
This is usually related to the policies used to manage the power behavior of the device, both in relation to the system's built-in power options as well as specialized software provided by the device manufacturer.
High-load gaming quickly consumes the device's power, which then triggers the device's low-power policy and changes the device's state.
The message itself is part of the system alerts and it cannot be removed outright.
You can try to adjust the corresponding options to trigger/predict this reminder as far in advance as possible.
At the system level, the change in power status and message alerts may be related to the “Low Battery Notification” in the power options.
How to customize battery alerts? - Microsoft Community
How to Set Low Battery Warnings on Your Windows 10 - Microsoft Community
If possible, you can check other options related to system notifications and run the game with the device plugged in whenever possible.
Turn off notifications in Windows during certain times - Microsoft Support
If I misunderstand your situation, feel free to correct me and share the information.
Best Regards,
Kyo.Y - MSFT | Microsoft Community Technical Support