Xibo itself makes no VPN connection.
I suspect what you're seeing is Docker's proxy application which deals with Dockers networking stack. You would need to post your question, along with a screenshot of what the system is requesting you allow over on Docker's own forums where I'm sure someone can advise you as to what that part of their system does. Googling for "Docker VPN Application" brings up nothing that I can see, so I suspect that may not be exactly what it is called.
Categorically, the Xibo containers make no outbound VPN connection. We offer full trace-ability on what is in the container. If you visit our DockerHub page, that will take you to the Dockerfile they used to build the containers, so you can see exactly what has gone in and satisfy yourself that we aren't trying to do anything nefarious.