vodka
Looking this up a little online it seems this popup also happens on PixelOS and is not specific to GrapheneOS. The reason for it however is unknown to me...
Since you're using Wi-Fi Direct to connect to Android Auto maybe something is broken there and needs resetting?
The only thing I can think of is going to Settings -> System -> Reset options -> Reset Bluetooth and Wi-Fi, though this will also erase all your remembered networks and such.
Since it happens on multiple devices don't think it's related to this.
Can also go to Network preferences -> Wi-Fi Direct when connecting to Android Auto, manually selecting the temporary network to see if it remembers it/auto connects?
Do you have a pre-existing Wi-Fi connection when connecting to Android Auto?
Is your Wi-Fi toggled turned on when connecting to Android Auto? Maybe it is asking for permission to toggle on Wi-Fi...
Also in the message that pops up mentions 'carplay'. If the car also has Apple Carplay, can you switch off that functionality somehow? So that it only uses Android Auto. That may also be a cause for an issue.
If none of this works I guess Github it is.