This happens when you're using a custom made government type. The response to the Birth of Piracy message is triggered by your government type, and if it's not in the script, it wont display the response.

Here's how to fix the problem.

(Too long to explain)
https://forum.paradoxplaza.com/forum/index.php?threads/stellaris-bug-cant-get-rid-of-space-pirates-message.927722/

EDIT ...oook, "maybe" it is not exactly as it says... bear it in mind, with a custom mod, "maybe" you should look at the pirate_events.txt INSIDE the mod and make the changes. Doing changes to the original pirate_events.txt at "Events" folder in Stellaris does not solve the problem.