I have an iPhone 11 running IOS 18.6.2. I have recently installed the Trend Micro app and all appears well except that I have 1 "thing to fix".

That link takes me to a page that shows a Security icon with a 1 and Web Guard is listed on the page. Clicking on the Set Up button a message tells me that Web Guard needs permissions before I can use the feature. Clicking on this message brings up a dialog box telling me "Mobile Security would like to Add VPN configurations". If I click on "Allow" I am then invited to enter my iPhone passcode. When I enter the passcode I am returned to the Web Guard page and the message telling me that permission is required. I cannot get out of this loop.

What do I need to do to get this set up?