You can disable "Wake for Network Access" in the battery settings if you want. It's a convenience option that lets MacOS check for new iMessages and other updates while it's asleep. That way all your messages are loaded immediately when you wake the device.
I didn't even set it up with an apple account and thus I cannot possibly get any messages from iMessages.
Do they have network performance problems such that messages need to be preloaded? Can't just fetch the new ones at wake up? That is a solution in search of a problem. I go from phone to laptop/desktop and continue messaging on various services all the time, and none of them sync until wake up and that's perfectly fine.