When you enable the firewall you can choose to show a message to blocked visitors or redirect them to another website.
The default setting is to show them a message, but you can also choose to redirect them to any other URL.
If you want to switch back to showing a message instead, just remove the URL and save changes.
This applies to any visitor that is blocked. This could be from the list of IPs in the Cloud Firewall, suspicious page requests or any countries you are blocking.