Are you using it without an Apple Watch? Because with the watch(which used to be the only way to use Fitness+) there are two confirmation steps:
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When you launch the app, you verify who’s using it and what Watch you’re using
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When you start a workout, you need to hit play on either the watch or the ATV remote to confirm you’re ready to begin
Sounds like for the new watchless Fitness+ they just filled in one of these steps with an awkward phone confirmation step?