Private Relay issue

Hi,

I turned on iCloud Private Relay and for some strange reason, I sometimes get the following:

This usually happens when I search for something directly in the address bar in Safari. I complete the challenge and all is fine until I go to another page or close the browser, re-open it, and search for something else. Anyone else experience this?

This is not a serious issue and doesn't happen that often but when it does it is a nuisance.

Thanks for the help in advance!