The Allow button cannot be clicked via screen sharing or scripted methods. If you're trying to do it via screen sharing, it won't work. If that's not what you're doing, we've found that this button can be a bit buggy. macOS does not always seem to handle it properly. If clicks on the button do not seem to register, or they register but the kernel extension is still not enabled, try restarting the machine. If that doesn't work, contact Apple. Unfortunately, the operation of that button is no