That message clearly describes why you and I cannot change that setting. Many of us remember reading headlines about Zoom Hacks or Zoom Bombers, and Zoom's apparent lack of security. Some of it might have been valid, but much of it was due to Zoom Meeting Hosts that simply did not want to be bothered by or put any strain on their attendees in regards to logging-in and securely managing their meetings.
Zoom's response was swift and focused on making things better by way of features, requirements, documentation, and training. The result, a whole lot less issues on a daily basis.
I would encourage you to take a look at the document links below, to help better understand the benefits of a secure meeting.
I am the host of the Zoom Test Kitchen, a group that meets each Friday to discuss, share, and learn the depths of Zoom. Several months back now our meeting was targeted by 5 coordinated folks who showed-up and instantly play audio/video that were sexually explicit.
I admittedly take full responsibility for this event, as I had gotten too comfortable with the group, I didn't require registration, I turned the Waiting Room off, I allowed Screen Share, and the list goes on. Needless to say, things have been a whole lot better since then, by making several strict changes to the way I manage and secure our meetings.
I hope this helps.