This is an implementation-defined configuration pragma that affects the behavior of raise statements with a message given as a static string constant (typically a string literal). In such cases, the string will be automatically prefixed by the name of the enclosing entity (giving the package and subprogram containing the raise statement). This helps to identify where messages are coming from, and this mode is automatic for the run-time library.
The pragma has no effect if the message is computed with an expression other than a static string constant, since the assumption in this case is that the program computes exactly the string it wants. If you still want the prefixing in this case, you can always call GNAT.Source_Info.Enclosing_Entity and prepend the string manually.