There are a number of reasons you may be asked to request permission to view a video embedded in your class. The most common cause of this issue is related to the blocking of third party cookies and/or the use of an incognito/private browser.
In order to successfully authenticate and pass permissions Panopto specifically does need the browser you are using to accept cookies. Please see below: https://support.panopto.com/s/article/panoptos-use-cookies
To resolve the issue it is a recommended that you never use the Safari incognito/private browser option. We see issues with this browser across all devices. Instead access your course using either Chrome or Firefox. If you are still having issues we recommend that you allow https://d2l.depaul.edu to set cookies and/or access your class not using an incognito/private browser. For more information about adjusting your settings see: https://support.panopto.com/s/article/How-to-Enable-Third-Party-Cookies-in-Supported-Browsers