I’m seeing the same notice. Been seeing for for 2 days.
Hey there! @Carlos_Verdejo, Welcome to the Community! 
By chance did you or @NealThomas recently select the Menu option to leave Smart Things?
My reason for asking is after the option to leave smart things and erase all personal data is selected, a GDPR Request is automatically generated for that account.
If you are attempting to re-sign into your Account, you will continue to receive this prompt until the GDPR Request has been processed for that account. Note: As the pop-up mentions this can take up to 6 hours for automatic and possibly longer if it has to be Manually deleted.
If you did not initiate this GDPR Request for the removal of your personal data to leave SmartThings, it is recommended that you please create a support ticket with us to allow us to look into this further.
You can reach out directly to a support team in your area using the below information:
US: 1-866-813-2404
US: support@smartthings.com
UK support 0333 0000333
UK: support@smartthings.co.uk
CA: support@smartthings.ca
I hope this message finds you well!
^SamsungZell
I have not requested to leave SmartThings. It appears to coincide with the new update. I have opened a ticket hopefully they can figure something out.