Today’s (28 May 2020) security update for Mojave has brought back the nagging. I have run the Terminal command again and it doesn’t seems to work any more (I need to check after a restart). Bizarrely (or should that be annoyingly) the Terminal command responds with:
" Ignoring software updates is deprecated. The ability to ignore individual updates will be removed in a future release of macOS."
Update: I can confirm that the nagging is not going away after a restart - Grrr!