Hi @lesleyc2, welcome to the forum, and thanks for posting.
I've had a look at the Apple forum and found the below information which may resolve this for you.
the message means the network can see your iPhone's direct MAC address and it is not being masked. You can fix this by going to Settings > Wi-Fi > Tap the "i" icon next to the network > Enable Private Address. Then reconnect to the network and see if that message appears again.