How to satisfy a recurrent 'Security and Privacy' pop-up?

Hello,

I'm a new member. Joined because I've been clicking ignore for too long on an annoying pop-up and am hoping to actually solve it now. The pop-up states:

 

Sophos Endpoint

You need to change your 'Security & Privacy' settings in order to protect this computer.

Click 'Open Security & Privacy' and then click 'Allow' within the next screen.

 

In theory the next step is easy ... except there is no "Allow" option at the next screen. And so I am left with no choice but to repetitively hit "Close" to ignore the pop-up. I run 10.13.6 (High Sierra) on a 2018 MBPro, in case that helps anyone lead me to an alternative solution.

Thank you in advance for your time and attention.

~Dave 

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