When we enable the block unmanaged customizations setting in Dataverse and try to create a new SMS message in Dynamics 365 Customer Insights - Journeys, we receive the error: 'This environment doesn't allow unmanaged customizations.'

As per the documentation this is a known limitation :https://learn.microsoft.com/en-us/power-platform/alm/block-unmanaged-customizations#known-limitations  

Dynamics 365 Customer Insights - Journeys (real-time journeys) :

Journeys can't be created and published.

Engagement assets such as triggers can't be created and published.

Channel assets such as emails, forms, SMS, and push notifications can't be created and published.

Need to address this known limitation for future design as toggling the setting is not feasible multiple time during the day as users will create Journeys, emails, SMS etc... on a daily basis