I didn’t even think that one could be deceived like that.
To clarify; versions of Electrum prior to 3.3.4 had a feature where a server could send a message to connected users, which would appear as a pop up box. This was intended so servers could inform users of errors with the transactions they were trying to make. However, some attackers hijacked this feature and edited the error message displayed to instead give false instructions to users to update their Electrum, along with a link to a fake version. Once the users installed this fake version of Electrum, their coins would be stolen. Anyone still using a version of Electrum prior to 3.3.4 who connects to a server controlled by one of the attackers (servers are generally chosen at random when you use Electrum) will be shown this phishing message when they try to make a transaction.
So it wasn't Electrum suggesting you should update as you think. Rather it was an attacker using a now-patched feature of Electrum to send you a phishing message.