HTML link in label

Hello.
Using the plugin, I create a checkbox where to insert a link in the form of HTML into the label.

The checkbox is required. Therefore, if you do not confirm it, then a message appears that says that you need to check the check box. The link was displayed as text in the message. So I used hooks:

add_filter( 'woocommerce_add_error', 'custom_wc_order_notice' );
add_filter( 'woocommerce_add_notice', 'custom_wc_order_notice' );

function custom_wc_order_notice( $message ) {
    return htmlspecialchars_decode( $message );
}

But there is another problem on the order editing page in the admin panel:

I was looking for filters that display that information, but this trick did not work. Perhaps you can tell me how to make the html tags display normally, or completely remove them.