"There might be a problem with the VPN connection" alert in client gui

[czephyr]

I'm currently working on an Eduvpn deployment. I'm using Wireguard as the default protocol.
While the deployment seems to work flawlessly I see that when connecting the user client gui presents the warning

There might be a problem with the VPN connection. If you observe any issues, press 'Reconnect with TCP'

What is this alert related to? Is there anything I forgot to configure? I'm seeing no issue when using the VPN.

My wild guess is that this is to inform the user that the connection is using Wireguard on UDP, since Wireguard doesn't support TCP; is that the case?