Back in my Navy days, we were taught HF is the less susceptible to jamming so is used for critical comms like these in serious situations. My ship performed in one exercise related to a doomsday scenario. We sat all day listening to an HR receiver until we heard these same messages, and we would then record the characters spoken. The message was repeated so we could make sure what we wrote was accurate. We never responded. Instead, we then repeated the same messages on an HF transmitter, presumably as part of some relay.