I received a text message saying that my bank card was bound to his mobile phone card, and asked me to cancel it immediately, otherwise I would take my money. What should I do?

this is the work of a liar. I suggest you go to the bank to apply for a new bank card and transfer the funds in the original bank card to the new card.

assuming this is true, why didn't that person forge a card and go directly to the ATM to withdraw money, instead, he wanted to "startle you"?

there is only one purpose, that is, to get your ID number, bank card number and bank card password when you open a bank card, and all these materials are mastered by the other party, so their forged card will have the function of withdrawing money from the ATM.