How to revoke "SMS Services that cost you money" permission?
You can choose another setting by going into Settings > Applications > Applications Manager > More (top right) > Show System Apps > Message Service (rather than Messages) > 
Tap 'Send Premium SMS' > Select Ask, Never Allow or Always Allow.

On more recent versions of Android (Nougat V7) the setting is at Settings > Apps > Application Manager > More (top right) > Special Access > Use Premium SMS services (may be listed as Use Premium text message services) > Select Ask, Never Allow or Always Allow.