Data mods cannot be played ranked multiplayer (it is a good thing)
Strangely in unranked multiplayer, data mods are not considered cheats by the game. 
Why can I not enjoy the game the way I like?
While I don’t see any reason to bother with people trying to cheat achievements, it makes sense. A data mod allows you to circumvent any goal that would be required to get an achievement. They could worded it differently - “Achievememt did not progress … because a data modification was used.” There are also other easier ways to circumvent most achievement goals that this completely ignores. And I think at this point most of us are tired of these achievements and would preffered to avoid them. Again, why even bother?
Seems like they need to improve that message and makes is like @TruisticInk1096 says. No need to change anything.
The lobby is unranked, so it doesnt really matter which mods are used for unranked.
Single player is about getting the archievements. Data mods can make these much more easy, so shouldnt be allowed.
99% of data mods are not meant to cheat achievements.
And even if one did cheat for getting some steam achievements for their own amusement what’s the harm in it? It’s not like harming some other players.
Using a data mod you can easily make a civ OP. Give infinite resources etc. 1000 attack on their units.
A perfect example. I was messing with mods (I didn’t publish it) I was able to make War Elephants in the Darkage for free from a town center.
Also why is it allowed in unranked lobby played over their server? Does using internet make such a big difference? I can turn on internet and create lobby with AI enemies, but I suffer from occasional server lags. Why can they not allow it in skirmish offline (in the same way)?
If they want they can prevent the achievement gains in campaigns, but then there are simple unit reskin data mods as well that people would like to play with in campaigns.
Not going to lie i only see this message if i use a cheat code. If the setting in skirmish anrnt right i just dont get the achievement.
Data mods can be literal cheats, you should suggest for the devs to make individual civ reskins mods possible without them being data mods, so they could be used in ranked or while getting the achievements.
We finally have the answer how to make War Elephants viable in 1v1 
/jk/
This argument is honestly not conclusive, considering we had an event to get all campaign scenarios up to Silver with Cheat codes (don’t remember which one it was but still).
If somebody would want to cheese the achievements, they should be allowed to do so. In the Unranked lobby, you should anyway avoid Data sets from strangers as well as custom maps. They often give unfair advantages to the Host (I remember resigning from one, considering that I was using without knowing it a West Europe Diplomacy map which gave an unfair advantage to player 1 (Blue). I didn’t want to get an edge through a unfair starting advantage).
I try to cheese most of the monthly event stuff. Afaik you cant use cheats, because it wont count. There is just one exception: If they challenge say you need to use cheats, then you are allowed to use cheat. This month we had Summon the Sharkatzor. The challenge was using a cheat code. So this is an exception on the rule, which is stated in the challenge.
For me the general rule for achievements is no cheatings, except is stated explicit you can cheat.
Same is true for ranked (quick play probably too), which also have no cheatings as setting.
For other games: Do what you like. Use whatever cheat you want. Or just block all cheats when starting the game, so no one can use cheats.
For me, achievements have the exact opposite effect in terms of motivation. I don’t play for achievements, I want to have fun first and foremost.
It would be nice if you could use the cheat codes to complete scenarios, especially considering that sometimes Forgotten Empires updates wipes all progress from them.
Sure, if you don’t want to use cheats, do your own thing. I don’t feel the motivation to go through them all once again. I usually don’t consider campaigns to be much fun in RTS games, except if they do things very differently from the standard gameplay in a good way like the Dawn of War II campaign or the Starcraft II which is actually 100x more fun to play than the actual game whose fun got killed through too much balance.
On the one hand they are breaking data mods and are refusing to fix a large number of modding bugs even after months of request pending.
On the other they are actively discouraging the use of mods by messages like these.
You can already do that, you just don’t get the medals, which signify that you completed them fairly without cheats
If you dont care about the achievements and just want to have fun, then why do you care about the cheat tag in general?
You can play whatever you want. You arent holding back. Only thing you cant get are the achievements. But as long as you dont care about these, then it doesnt really matter that much, isnt it?
This is already possible, but not to get the achievements. That is the only drawback, which seems fair to me. If you dont care about the achievements, then you can do whatever cheat you like, without any drawbacks already.