Prior to FW 3.07 sensor "connected" notifications would randomly occur during the normal UI - for example while scrolling through widgets or getting a smartphone notification.
It seems 3.07 fixed this and the "Kickr Connected" message does not show up until I am in my Bike activity and about to start.
However...
My BLE Speed/Cadence sensor has a low battery and I now see a "Speed/Cadence sensor battery low" notice randomly during my day in basically the same places where the erroneous "sensor connected" messages used to be.