This can happen for a number of reasons, including because I am not a registered windows / mac developer, because the game includes networking features, or one of many other potential issues.
Edit: It's because I'm not a registered dev. The tunnel method has been changed to no longer use system commands.
Edit 2: If you are referring to the popup that appears when you host a game, that happens because you are opening a port on your device (something all ad-hoc games need to do)
If this is a recent occurrence, It is likely because of this section of code https://github.com/107zxz/inscr-onln/blob/main/scripts/singletons/TunnelHandler.gd, as it executes a system command.
The command in question is the same command featured in the multiplayer guide here, and serves as a simple way to tunnel a port through a remote server (localhost.run) as a temporary alternative to port forwarding that does not expose your ip address to the other player (this is a way to connect to a player on a different wifi network without needing to set up port forwarding and giving them your ip address).