EDIT to my post: a couple of minutes later, hey presto! It is working :-))

I changed: region US, language US (says has to be the same). Nothing worked, still that downloading message. Followed Adrian97c - changed to Spanish (Spain) then back to English. Still that downloading message. The odd thing is, I had it but a few hours ago, I changed my country to Spain as I wanted the alternative App store (only some countries in Europe). Then reverted back to the US but nada! Still that very annoying downloading support for Apple Intelligence message. Grrrrrrrrr