This may happen if your network connection is temporarily disrupted or if your data connection is blocking VPN connections:

1. Tap the switch to abort the connection process
2. Open the Settings app and navigate to Settings > General > Reset
3. Tap on Reset Network Settings
4. Reboot your device; make sure your Wifi is connected
5. Try connecting the app again

If this does not allow the connection, then it seems your current network is blocking the connection ports used by the iOS app. In such a case, a different VPN setup would be required. Please try one of the following recommended setups instead:

OpenVPN: https://www.privateinternetaccess.com/helpdesk/guides/mobile/ios/ios-openvpn-setup-2

L2TP: https://www.privateinternetaccess.com/helpdesk/guides/mobile/ios/ios-l2tp-pia-app-setup