Way back, there were some rare keyboard / motherboard combinations where the motherboard couldn't detect there was a keyboard attached unless a key was pressed on it. That message was for those people with those combinations.

You pressed F1 and the computer would be like "my bad, there is a keyboard there, thanks for your help", or rather it would just shut up and boot.

The message could have been different but it had to fit in a small amount of BIOS ROM, so we got stuck with the one that covered all the bases the best, and unfortunately, most people who saw it didn't actually have a keyboard plugged in, thus, irony.