Why do I need to confirm my phone number to send a group SMS?
Had the same problem, I know my phone number is on my SIM because enabling DSDS and toggling on eSIM displayed my phone number under the right carrier.  I turned this all off, but at least I knew my SIM wasn't messed up.

I used dialing code *#*#4636#*#* to look at Phone Information.   Even this menu showed my phone number as unknown!

I used the ellipsis menu on the Phone Information screen to Select Radio Band and set it to United States, which seemed to kick the connection to my carrier and now my phone number is showing up and messages doesn't nag.