I don't know that it is a scam. I've received messages like these when someone obviously tried using one of my accounts but couldn't get in, then tried to trigger a password reset. Most often I attribute it to fat fingering a login ID very close to my own.
The phrase (or something similar), "If you did not request a login link or password reset, you can ignore this message," screams actually generated by Meta to me. I don't know of many people who haven't received an occasional password reset/login link message such as this one that they did not trigger. It happens.
I advise ignoring them and moving on with life. If you feel the need to change password, then, as you stated, log in directly to the provider's site and do so as well.