Why can't I get a short message from China Construction Bank on my Apple phone?

It is very likely that you set this number to block incoming calls before. This feature contains information and the call will be blocked. So you can try to dial this number, and then click the exclamation mark to the right of the number to enter the information page, and cancel the setting at the bottom to prevent this number from calling, and you can receive a short message from China Construction Bank.