FastestVPN

I purchased a software package from KoingaDeals. One of the items was FastestVPN. I installed it and in the process I got a pop up window that said "reagent wants to use you confidential information stored in 'FastestVPN' in your keychain and given the choices 'Always Allow', 'Deny' and 'Allow'. This made me nervous. I checked with their support online and in an online chat I got this message. "Neagent stands for the Network Extension Agent and it facilitates the connection from your Mac to our VPN servers. Before you can connect, the neagent must receive VPN authentication data stored in your Mac’s Keychain password management system. If you click Deny, the neagent will not connect to Keychain, and you will not be able to establish a VPN connection." Also that I should check Always allow. Does this sound legitimate?