Can you try this PHP snippet instead?
add_action( 'comment_form_top', 'tu_comments_notify_message' );
function tu_comments_notify_message() {
echo '<p>Your email address will not be published. Required fields are marked with *.</p>';
}
Adding PHP: https://docs.generatepress.com/article/adding-php/
I’ll look into why the hook doesn’t work.
Let me know π