The answer from Nokia is BS and simply wrong, so in my opinion they are lying to you.

I just got my N900-Box, there is no information at all about MyNokia, not on the box and not in the quickstart-guide. I also found the N97-Box: not one word on the box, but an ad in the guide. The text is formulated that you CAN register, but you don't have to. We all now this is not true, neither with Maemo nor with Symbian (where they started this crap...).

I can also confirm that you pay for this SMS, also for the one you have to send to unregister. Everytime you make an system-update or you have to reflash. Always the same, you pay two SMS. I know this because I flashed once with a Prepaid...

So, if you go to Nokia for a clearer answer, please tell them it's a REALLY bad idea to lie to your customers.