Answer
There's no confirmed setting to disable the automatic generation of this Application Message outright — it's built into the address-creation flow, not something governed by an obvious System Parameter or event action you can switch off. If the Failed status itself (rather than the message existing at all) is what you want to avoid, create a routing rule that matches and accepts GEOCODING messages (even one that intentionally routes them nowhere useful) — that causes them to complete in a Finished state instead of sitting as Failed, without you needing to actually act on the geocoding data.