After updating to IOS 14.2 ...I know have a weak security on my iPhone Wi-Fi

you don't have weak security because of the iOS 14.2 update.. you have had weak security all along.

Apple just decided to add a warning, likely in an effort to make people aware of it and encourage them to set their routers to more secure settings.

Recommended settings for Wi-Fi routers and access points - Apple Support

Everything was OK before installing 14.2

That’s a different issue, and has nothing to do with the weak security warning. Start here➡️If your iPhone, iPad, or iPod touch won’t connect to a Wi-Fi network - Apple Support

It might also happen if you are using a VPN connection.

It can be true but how can you explain after installing 14.2, although the phone connected to the wifi, the web pages couldn’t open and it’s written no connection?

Yes, and now it isn’t. So what happened when you followed the steps in the link I provided?

BTW, everything is OK on my 4 devices running 14.2.