VPN app "Unknown SSID" warning, says it's not password protected and to turn on VPN. How worried/scared should I be? What's going on? I have a password protected WiFi so why the "unknown ssid" warning

Can a person's modem or router have a hidden/secret or unknown SSID in it? Or can a hack(er] create a hidden or unknown SSID in a person's modem/router? Photo attachment included as an example of what shows up on the Norton VPN app with this unknown SSID warning. I am very concerned. Please advise / offer feedback.