I feel like if someone tells you bad news that is irritating but not the end of the world, then follows it up with “don’t sound mad or upset!” then that is when it becomes infuriating instead.

You just told me something shitty that impacts me and is your fault. You should be thrilled I am only angry sounding but civil.

Legit.

A "please don't shoot the messenger" is acceptable if they're just informing you about bad news they aren't responsible for, but if it was their fault then they need to accept people might be annoyed at them.