In my experience they all come from the Splinterlands server and that is almost a rule. You can check which server you and that user who sent you a message have in common, and in my case it was always the Splinterlands.
I don't mind if somebody sends me a legit messages, but these automated garbage messages are truly annoying.
So, either change your privacy settings or simply delete an each message as it comes. By the way, the Splinterlands of course doesn't have anything with this. It is a common case of the spam.