The message says "– (U+2013)" because it it is an "unknown character"
"– (U+2013)" is not an "unknown character"; the fact you've given me a canonical definition means you don't think it's unknown either.
This was actually changed in 2022 via T94959
It's still pretty unclear. It seems part of the problem is that it needs to distinguish itself from the other messages, so that people can 'figure out' why a character is not allowed. But these people are mostly experienced wiki users, which seems more important than giving understandable feedback to the end user.
Also, perhaps we should make this character recognized within Antispoof ? en and em dash are pretty common characters.