The message does not show on Orion and I have no adblocker installed. I was also not told any Jellyfish facts.
Have you disabled the bult-in adblocker?
I am not aware of a built in adblocker as a component. The browser is zero telemetry by default and quite a few sites helpfully point to howto disable adblock plugins in chrome and firefox tutorials when they encounter Orion.
It is enabled by default: https://help.kagi.com/orion/privacy-and-security/ad-tracking....