In /etc/apt/sources.list.d/ubuntu-esm-apps.sources, append this line -
Signed-By: /etc/apt/trusted.gpg.d/ubuntu-pro-esm-apps.gpg
And in /etc/apt/sources.list.d/ubuntu-esm-infra.sources, append this line -
Signed-By: /etc/apt/trusted.gpg.d/ubuntu-pro-esm-infra.gpg
There should be no blank lines between these added lines and the existing lines in those files.
To confirm this worked, run sudo apt update, it should complete without error and without showing the notes about missing Signed-By.