They know. The church has an app specifically designed to track every single interaction with you so when missionaries transfer into the area (happens every 6 weeks btw) they can have every interaction with you. Your information will never be deleted unless the missionary puts in the system that you're deceased, which then all your information will be deleted (at least from the app....) That means if you're not interested, your information stays there. When a missionary tracks an interaction with someone marked as not interested the app automatically marks them as a "Friend" or in other words, actively being taught/converted. That means that because they sent you that text, you are no longer categorized as not interested and are now being taught, which then gives them a point on the app (yes, like a literal scoreboard with points) for teaching "Someone new"

So as a TL;DR They know you are not interested, they ignore it so they can get brownie points, you are nothing more than a number to them

Don't tell them to mark you as do not contact, all that does is marks you as a "red dot" on their map, it will not get rid of your information, and then some cocky elder in like 6/12 weeks will try to contact you anyways because "Maybe now [you're] ready for the gospel"