It looks like this is a different form, you could do something similar and use this code:
<?php echo(str_replace("Contact me group ", "", str_replace("fieldset group ", "", str_replace("_"," ",$pkey)))); ?>
The reason this happens is because the name of the form is prefixed to the name of the element. The code in the templates is setup to just loop over these values and print the form name and the value for it. The loop will only remove the underscores by default. Adding in this code makes it remove the underscores and the phrases "fieldset group " and "Contact me group ".
Another way you could do this would be to edit the template file and go to the bindings tab and add 'form data' then select the page that has the form on it. This will get the form bindings into the template page, now you can just drag and drop the form values where you would like to see them in the message. You can then make the label say whatever you would like it to say.