CSP issue with inline at data.min.js

I think this has already been fixed in Gutenberg: https://github.com/WordPress/gutenberg/issues/42513 – the fix is just not yet included in the current WordPress.

Try installing the Gutenberg plugin. Does the message then go away? If so, this is the temporary solution and you would have to wait until the next WordPress release uses this Gutenberg version. There is also a core ticket for this: https://core.trac.ww.wp.xz.cn/ticket/50997