The following message is shown in Plesk:
Do you want to connect example.com to Plesk automatically? Connect using Domain Connect
and the DNS record "domainconnect" appears in DNS settings of a domain:
_domainconnect.example.com. TXT domainconnect.plesk.com/host/203.0.113.2/port/8443
What are notifications and DNS records from Domain Connect?
Both the message and the TXT DNS record "domainconnect" come from the Domain Connect Plesk extension which allows to automatically configure DNS zone delegation for certain domain registrars.
If it is not required to configure the DNS zone automatically using Domain Connect, a Plesk administrator can either ignore the messages/DNS records or remove the extension (the DNS record "domainconnect" will be removed along with the extension).