That seems legit man. You missed out.

Probably goes without saying but you really shouldn’t message back bots unless you want to continue receiving other spam messages.

Note, if you have sensitive information in your signal profile, you shouldn’t accept messages you aren’t familiar with

See the “What happens when I …” > “Accept” section

https://support.signal.org/hc/en-us/articles/360007459591-Signal-Profiles-and-Message-Requests

I’m not aware of any other privacy issues past that, but I’d worry about getting more spam by engaging with them