Drupal - How to display a node's last saved date?

The arguments you are passing a format_date() are wrong: The second argument is the format used for the date, not another timestamp.

You should code similar to the following one.

  if ($form_id == 'node_page_edit_form') {
    $node = $form_state->getFormObject()->getEntity();
    $form['field_message2'] = array(
      '#type' => 'item',
      '#title' => t('Changed date'),
      '#weight' => -1,
      '#markup' => format_date($node->getChangedTime(), 'medium'),
    );
  }

Even better, you should use the service Drupal provides for formatting dates.

  if ($form_id == 'node_page_edit_form') {
    $node = $form_state->getFormObject()->getEntity();
    $form['field_message2'] = array(
      '#type' => 'item',
      '#title' => new \Drupal\Core\StringTranslation\TranslatableMarkup('Changed date'),
      '#weight' => -1,
      '#markup' => \Drupal::service('date.formatter')->format($node->getChangedTime(), 'medium'),
    );
  }

Instead of 'medium', you can use the default value, or another one you prefer.

This is the code that you need:

    if ($form_id == 'node_page_edit_form') {
    $form['field_message2'] = array(
      '#type' => 'item',
      '#title' => t('Changed date'),
      '#weight' => -1,
      '#markup' => format_date($form_state->getFormObject()->getEntity()->changed->value),
    );
  }

Check the FormStateInterface interface to see in the methods the getFormObject() method.