So this is how I got to work for me:
1. Add your number under account settings: https://www.airbnb.com/account-settings
2. You should then receive a text with a code to enter into the site
3. Lastly, close ALL browsers then log back into the site
I noticed after completing the above steps that the option to even add a neighbor disappears when you start the reservation process. I assume AirBNB only needs to confirm your number once when you add it into your account.
Honestly the warning is misleading. The company should update date it to something along the lines of this: "Please add you number under account settings, so it can be properly verified."
Happy vacationing!