Yeah, that’s always an automatic nope. No explanation of who/what is really asking or why so, no: your shit software or website can’t go snooping around on whatever network I happen to be on, whether that’s at home or at work.
Something in my work's SSO / auth mechanism does this and if you click No it silently screws up the internal website you're visiting. It doesn't block you from logging in, just parts of the site don't load/work. I haven't been able to get a good answer on what the heck is going on but it's extremely annoying.