This message is expected. However, in this scenario, users don't have an option to request access to the resource and you want users who receive the message to have an option to request access.
To fix this issue, enable the access requests for the site collection. To do this, follow these steps:
- On the affected SharePoint Online site collection, click the gear icon for the Settings menu, and then click Site Settings.
- On the Site Settings page, under Users and Permissions, select Site permissions.
- Select Access Request Settings.
- Click to select the Allow Access Requests check box.
- In the Send all requests for access to the following email address, type your email address, and then click OK.
Article ID: 2726901 - Last Review: 16 Dec 2016 - Revision: 1