You can see the requirements for Heatmap on https://plugins.matomo.org/HeatmapSessionRecording
The version 4.0.11 of the plugin (the latest at the moment) requires
You are probably using version 3.2.39 of the plugin which supports
This message is correct, but possibily a bit misleading. The version of Heatmaps you have currently installed, doesn’t support Matomo 4. But there is a newer version of Heatmaps that only supports Matomo 4 and during the update to Matomo 4, Matomo downloads this version and you can continue to use it just like before.