Yeah, it basically is like the All Seeing Eye, but without any negative morale issues. Just ignore it, it's nothing to worry about.
'bloody' pirate raid
I would recommend learning the game without the pirates. And actually I've been playing this game for years and I Still don't usually play with them on.
I know this probably all sounds trivial & bread & butter stuff to all you 'pro' gamers but this is the first RTS game I've played really & its quite tricky at the moment!!
If you'd like to learn in a more relaxed and genocidal environment, I made a sort of custom map for a "Free Learning" tutorial here. Basically it is a map where the AI player cannot ever reach you. So if you have pirates off you'll never be invaded by a hostile fleet (though I recommend you do have them on in this case so you can have some practice defending planets). There are some tough battles to try and give you some combat experience but again, you won't be attacked any more than once every 15 minutes from the pirates, so you don't have any real risk of losing.
You may also find my steam guide useful, or just feel free to keep asking us stuff here.