IPhone – Repeated verification code popup when I use the app “Music” with WiFi on

I have an iPhone 6 with iOS 10.3.3 and I am experiencing a strange situation. Whenever I listen to my own music, through the Music app, and the WiFi is on, I have a verification code popup from a remote server.
I am almost sure about the reason: the device is trying – through the Internet connection – to update the mp3 tags (artists, covers, etc…) of my collection. I suspect this because:

1. The request arrives from Milan (Italy), a city at almost 100 KM from my position and in which Apple servers could reside.
2. If I turn WiFi off, those requests stop appearing.
3. If I turn the traffic data on, with the option "Use traffic data to update music tags" (I hope to having translated it almost correctly because I don't have the English language activated), the requests appear again; otherwise, if I uncheck that option, they do not appear.

By the way, it should not happen. The device should update the collection in a silent way, with no two-factor authentication requests from an official server (whenever I close one of them, the next one appears after some seconds). This is quite annoying. Plus, it seems that there's no way to deactivate tags updating when the WiFi is on.

If someone could shed some light it would be great. Thanks.

For clarification:

Translation: Your Apple ID is being used for access to a device near Milan, Lombardy

EDIT: Thinking about that more after posting it, I have the feeling that the server in Milan (which should be an official Apple server that updates data on my device) is not "certified" in a certain way, so the iPhone asks for verifying it in a first place. Don't know if it makes sense, It's my first Apple device and I do not know certain logic very well.