Hi,
The redirect is essential for all the HikaShop features to work properly. For example, if you set the cart to be cleared on order confirmation, removing the redirect won't do the cart cleaning process. Same for taking into account the sales with Google Analytics ecommerce, etc.
A cleaner solution is to enter a return URL to a page of your website where you have a Joomla article with the thank you message that you want. That way, you won't get the system message and you won't have any modification in the thankyou file of the authorize.net plugin (that way you won't loose the modification each time you update HikaShop).