This answer is for Windows 11. Enable memory integrity - Windows Security | Microsoft Learn describes how to get to enable integrity memory. Apparently, memory integrity is already turned on in the cases I've seen on this page. So as the first step in getting rid of that annoying Action Recommended explanation point, turn it off!
Windows becomes upset, puts up a screen that forces you to respond (or cancel), and asks if you want to let the app change Windows settings. Say yes. Windows gets more upset and Windows Security tells you that you have to restart the system for this change it doesn't want to take effect.
Don't restart the system! Instead, turn memory integrity back on. Windows calms right down, no longer requests a restart, and the explanation point is replaced by a check mark. Hovering over the icon in the system tray yields this comforting tool tip: "Windows Security - No actions needed."