Startup security utility menu not properly popping up
This utility can only be run on the following Macs with the T2 Security Chip:

iMac Pro
Mac Pro introduced in 2019
Mac mini introduced in 2018
MacBook Air introduced in 2018 or later
MacBook Pro introduced in 2018 or later

More information about the Startup Security Utility can be found at this Apple Support Document.
Information about the T2 chip can be found at this Apple Support Document.