Anyone can spoof SMS sender names, it‘s not anything special. SMS is just as insecure as e-mails in that regard.
If you‘re not 100% sure that an SMS or e-mail is from a legitimate source, don‘t click on it or open it and just go to the company directly by yourself. In case of bunq you can just open the app and see if everything‘s alright. They would never send out messages like this.
If you want to complain about why this can happen, well then ask the people who are still keeping SMS alive as it is. Telecom providers.