Apple will clarify iCloud Private Relay error messages in iOS 15.3
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Summary
With Private Relay turned off, this network can monitor your internet activity, and your IP address is not hidden from known trackers or websites.Apple has also updated its iCloud Private Relay support document today to make it clearer that customers might not be able to use the feature if they’ve turned off the “Limit IP Address Tracking” toggle for specific Wi-Fi or cellular networks, along with how to fix that problem on their devices.
As said here by Chaim Gartenberg