...
The following notification will appear following a successful installation:
This is a default macOS notification informing users of the possibility VPN traffic can could be filtered or monitored by the VPN service provider. Fortunately, UCSD runs the VPN service and network activity and monitoring will not have changed from any previous use of the VPN service.
Clicking Don't Allow will cause the same notice to appear repeatedly. It is as safe as it was previously to click Allow, which will allow the newly installed VPN client to work.
...