Turning off Safari notifications DOES turn them off. The problem is that it turns them ALL off, which is throwing the baby out with the bath water.
My comments are directed at everyone, not just you. You can call it spam, but that's just the end-result of the notification settings. Call it virus, call it spam, or anything else you might think of. This is simply a case of some website adding itself to your browser notification list—so technically speaking, it's doing exactly what it's supposed to do. Malware is probably a good description for what this is. And the "spam" is the "scam" – in that when you click any one of those notifications, you're taken to a website trying to charge you money to fix the problem via software (which probably IS malware).
The OP didn't post a response, but I just offered the solution a few hours ago (in the middle of the night, no less). He may not ever respond, which would be frustrating for the people currently posting in this thread, but it doesn't change what it is or the solution, for future readers who may come across this issue.
I don't think your comment, or anyone else's here, is "off-topic" – they're just jumping to conclusions and offering solutions that are completely unnecessary. It's not a virus, it doesn't require an OS re-insall, it certainly doesn't require taking the Mac into the Apple Store for repair/diagnostics, etc. It simply needs to be clicked in a list and a delete button pressed.
The reason I'm 100% certain of everything I've said is that I literally just had this exact same thing happen (see screenshot below) and I deleted the one Safari Notification entry and it fixed the problem immediately and hasn't happened since. I also did a thorough diagnostic on the Mac and found absolutely nothing new on the Mac except that Notification compared to before that notification got there.
The only question is how it got in the list to begin with. Websites can do a lot with javascript and other web tech, or it could just be that I (and the OP) weren't paying attention when a nefarious pop-up asked for permission to allow notifications, or any number of other ways.
Here's my glorious Notification list from this past week:
View attachment 2146075