Please check a few things.
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Does the pop-up message you showed appear after entering the IP address and login (ID/PW)? Or does it appear immediately after entering the IP address?
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Is it the same after setting as below on Mac?
In Settings → Users & Groups I have Guest User set to “Sharing Only”
In Settings → General → Sharing, the shares have “Allow guest access” checked -
Is it the same after disabling the firewall?
In Settings → Security & Privacy → Firewall Off -
What is the MAC OS version you are using?
Thank you