Hi there,
Some users have stated the same issue and if you have made any recent updates I would suggest you remove them and see if that changes the issue."Continue connecting" alert when connecting to wireless networks https://learn.microsoft.com/en-us/answers/questions/733146/34continue-connecting34-alert-when-when-connecting.html
You could run certmgr.msc on Windows and check if a matching cert is in trusted roots. The below thread discusses the same issue and you can try out some troubleshooting steps from this and see if that helps you to sort the Issue.
Windows 10 - 802.1x security warning due to KB4074588 https://social.technet.microsoft.com/Forums/en-US/541d1f31-3df9-44f4-8cad-6c916f98de22/windows-10-8021x-security-warning-due-to-kb4074588?forum=win10itprosecurity
For connecting to Wifi automatically try this thread. Troubleshooting Wi-Fi profile issues in Microsoft Intune https://support.microsoft.com/en-us/topic/troubleshooting-wi-fi-profile-issues-in-microsoft-intune-23c9261f-3b0c-95fa-81e2-b894f645ce97
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