Loose lips sink ships....in this case yours. Don't worry, you suffer no loss at all, you get no points for reporting a contact and you won't lose any by not listening to those messages.
However, I've never even seen a message saying not to engage when you have torps. Maybe that's some of the added messages of TMO 2. I would hate to think Ducimas set up a patrol that tells you do disengage a smaller target because a large TF is coming through later...Surely he wouldn't do that..99.9% sure he didn't...
Someone needs to mod you get points for reporting convoys, more for TF. A few reports from subs probably saved the day.