Cisco AnyConnect Untrusted VPN Server Blocked Error

Cisco AnyConnect displays an error message "Untrusted VPN Server Blocked!" when connecting to a Cisco VPNs utilizing self signed certificate.

To resolve connecting to the VPN:
Click Change Settings
Uncheck the Block connections to untrusted servers option.

After changing this setting, you can successfully connect to the VPN and only receive a warning

Check the Always trust this VPN server and import the certificate checkbox, to never see the warning again