I have a similar issue, mine is with the Waze navigation app. I think the app occasionally wakes up, perhaps to check the phone's location, and when it does, the same annoying and completely useless message comes up. (Why useless? Like Alirezaaminian wrote, I have set this up so certainly I know this is the case.)
By the way, to find this thread I was Googling the following: "separate app sound" + "playing through your phone speaker" + annoying. Quite annoying.