Inbound connection prompt for DHCP client service

My Eset Internet Security's Firewall is set to Interactive mode so it asks for every connection that is made. When SimpleDnsCrypt is enabled, sometime I receive this inbound connection prompt.


The DHCP client service tries to connect with my local address??!! The marked Remote address is the local ip address of my laptop.
So, why am I seeing this? Is it normal? When this happens it usually causes connection issue. I often need to plug off my ethernet cable to fix connectivity.