Since some students had been abusing VPNs to hide behind to log into other student's accounts and sending "rude" messages to other students and even staff, we had block login from VPN Services by needing to know the device being used to login.
You normally see it as "Keep your account secure" and needing "Certificate-based authentication (multi-factor)" to login.
If you do not wish to install the Company Portal App, Please disable your VPN, may it be ExpressVPN or iCloud Private Relay (that comes built-in to iOS and macOS devices).
Known anonymous vpn proxy services
T-Mobile Secure WI-FI https://www.t-mobile.com/business/solutions/security/secure-wifi