If I proceed to merging the layers or flatten the image with some of the layers hidden, I always get the message of the warning to merge the whole artwork with the hidden layers. I would much prefer that message to not appear at all since it kind of slowing the process and I would love the flatten image process to be quick as possible.

I always have my sketch layer or any unused layer to be hidden and sometimes more than 2 layers, and if I want to flat the image, I don't mind the hidden layer to be completely disappear without a program to warn me. Besides, if I'm flatten the image by accident, I can always undo the action. It just that flatten image warning is not necessary.

So, I would like to know if there's a way to disable such message because I can't see the option in Krita's configuration.

I'm sorry, but that isn't currently possible. You could add it as a feature request to bugs.kde.org, it would not be really hard to add, but every option adds a maintenance cost (we have to try not to break it), so the discussion would be about whether it's worth it. But that should be first discussed among users.