KDE Plasma does indeed have its own notification system, but it conflicts with the one from XFCE, which is what the dialog box is telling you.
If you do not use XFCE4 anymore, you can uninstall the xfce4-notifyd package which provides the XFCE nofications.
If you do still use XFCE4, but want to prioritize the KDE Plasma notification system over the XFCE one, you can symlink the notification service to .local which should be prioritized by dbus:
mkdir -p ~/.local/share/dbus-1/services/
ln -s /usr/share/dbus-1/services/org.kde.plasma.Notifications.service \
  ~/.local/share/dbus-1/services/org.kde.plasma.Notifications.service
Then restart.