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I figured it out.
Need to check 2 tables
wc-admin-coupon-page-moved
wp_wc_admin_notes
in both cases, you need to look for the line remove-legacy-coupon-menu
And in both cases it must be set actioned but not unactioned
In my case, the second table was unactioned, I changed it and this banner disappeared.
Thank you so much @3sonsdevelopment