In iOS world, there is a concept of MDM Profile. This is an apple technology that is used to remotely manage your device with your permission. In order for us to receive that permission, you have to go thru a few steps to install this MDM profile (aka ZenScreen Profile).
It does take a few clicks but that process is designed by Apple to add a layer (or 3) or added security.
And rest assured that we have also received permission and approval from Apple to be able to install that profile on your device.
So in short, that profile is an apple approved, super secure way for us to be able to manage your device on your behalf.