In the first episode of Altered Carbon, there is a brief scene where a bunch of people newly awoken in sleeves are sitting in a classroom while a hologram of a woman explains the basic concept of a "stack". The problem is, for all of those people to be newly transplanted, they all had to have stacks in the first place. They know what stacks are. Everyone does. So what is the in-universe explanation for this scene?
Maybe they're so sleeve sick they aren't necessarily thinking straight. As evidenced by Takeshi, and numerous references to major criminals being put away for such spans, some of these people may have been nothing but a stack for hundreds of years. They may literally not be used to thinking and remembering. Don't forget that
Takeshi was specifically trained to not suffer these things.
There's also the possibility of technology advancements, minor but not critical damages to the stack, or maybe even transmission errors during needlecasts (this is never mentioned anywhere, so it is equally plausible from what we know to think these things are essentially flawless if someone doesn't go out of their way to mess with them), which may render their knowledge of how these things work obsolete or entirely missing.
I also like the McDonald's apple pie reference in the comments: some people may not understand that their "immortality" and ability to survive "sleeve death" is wholly predicated upon their stack being undamaged. Or just otherwise cannot be trusted to act accordingly without it being spelled out for them what a bad idea this is. For legal reasons, prisons may be obligated to point out the obvious, lest they be held liable for the few people to which it is evidently not obvious.
After all, some of these people getting this message have died in various ways, including at least one child that died in an accident. Only some of them are criminals being released, but even among those not all of them died before being imprisoned. So those that died might not exactly be the "let's not get myself killed today!" type, and others may be too uneducated (due to being 8, say) to know better, and could use a friendly reminder. And there are those that just tend to get in trouble, like
rebels with military training in a body that attracts lots of attackers.
It's also implied that there are very few crimes that will prevent you from being brought back eventually.
Double-sleeving, for example, is punishable by real death. But even all the crazy stuff Takeshi's sister does is only suggested to be worth one or two hundred years in prison as a stack.
So the type of people who are most likely to get themselves into these situations may in fact be amongst the people getting this reminder that it's a really bad idea to get themselves into these situations.
Takeshi also tells us that the sleeve continues to make hormones while it is in storage, and that these can accumulate. Hormones can drastically impact our risk-taking assessments; it's why some people are risk-takers and free climb mountains, and/or do sky diving, and/or drive racing cars, etc. Someone placed into a sleeve full of adrenaline or anything else that might make them take higher risks could use a cooldown period and a reminder.
Your question contains a faulty assumption: that there is an in-universe explanation. The problem is that there isn't one. Not a plausible one, anyway, as you note. And, as this review, this second review, and this third review all note, gratuitous exposition is a consistent feature of the show.
The only purpose of that scene is to explain things to viewers who haven't read the book.