Networking
What is privacy warning on Wi-fi settings?
iPhone 6s, iOS 15
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Enable Private WiFi Address. See the pic below which is self-explanatory.
If this enabled then you need to change the settings on the router.
iPhone, iPad, iPod touch: Connect to Wi-Fi and resolve Wi-Fi issues.
About privacy and security warnings
If your Apple device shows a privacy warning or weak-security warning about a Wi-Fi network, that network could expose information about your device. Apple recommends connecting to Wi-Fi networks that meet or exceed the security standards in this article.
If you do not have WPA3 on your router then please choose AES and not TKP/AES. See the pic below.