Why would the spell checker be running against in-coming messages? So that you can be a grammar pedant and annoy your friends?

My guess would be that data detectors are used to detect and format links in incoming messages.

Then why would disabling Spellchecking affect that?

This did not fix it for me. Turned off spell checker and text substitution. Have another solution?

This will remove any messages from your iMessage database that contain %File:% (% is a wildcard):

sqlite3 ~/Library/Messages/chat.db "delete from message where text like "%File:%"