A while back people complained that not enough Best Answer / Most Helpful Opinions were being chosen. Now the system will choose one automatically, if the question asker waits too long to pick one. So the messages are there to remind people to choose an MHO before it's automatically selected.
There are benefits to choosing an MHO instead of letting the system do it... the main one of course is that you get to decide who helped the most or had the most interesting things to say. And of course both users will earn Xper (no Xper is awarded when it's chosen by the system).
The site admins want every question that gets asked on here to have a MH selected. Users also get extra points if their opinion is selected MH and the Asker gets points too for selecting one. The messages are there to remind you to select it yourself because if you don't, the system will just automatically select a MH and no one will get points for it.