It can be caused by some regional restrictions or by your Windows settings.
To check you Windows settings
Please, go to Windows Defender Firewall with Advanced Settings and add an Outbound rule for the game.
If it didn't help, please send your log files via Submit a request form. How to do it:
Log file is located: C:\Users"Your User"\AppData\LocalLow\Hologryph\Secret Neighbour\Player.log