macOS guest: Getting warning mail from Apple on every startup

Hello, whenever I start a macOS guest, I get two warning mails from Apple about a sign-in on iCloud from a "Windows PC". This is apparently related to the new possibility to sign in to iCloud in the guest. However:

1. Why "Windows PC"? Parallel Desktop runs on a Mac (M2 Mac mini), and the gest is macOS as well (both 15.0.1).
2. Why two warnings for one startup?
3. Why send warning on every startup, and not only on the very first login?

Obviously only Apple can answer these questions, but I am wondering if this phenomenon is seen by other people, or if this is something that only happens here. I am also a bit scared that eventually Apple locks my account, if some number of "new" logins get triggered.