Why would I lose access to iCloud data without a passcode

In order to turn on advanced data protection, the phone required me to set up a passcode. I did, and then activated advanced data protection. Once done, I removed the passcode. A few days later I got this message:

Update Your Security Settings

An iPhone passcode protects access to your device and to your iCloud data. To make sure you don't lose access to iCloud data, create a device passcode.

Why would I lose access to iCloud data if I continue to operate without a passcode?

Thanks.