I didn't create a filter, but I got a similar email from a different address shortly after OP got one (I manually reported it, it was present in main inbox):
I think it wouldn't hurt to change the password. We don't know what's been leaked. If password hashes have been leaked, then it's better to change the password, especially if the password is weak.
Hi Guest we just wanted to alert you to a major change in the forum. We will no longer be allowing the posting of outgoing links. Please use the attachment feature to attach media to your posts.