The automatic configuration means the Wordpress installation needs to be reachable from the Internet, more specifically, it should have a public IP address associated with it and must not be behind a firewall that could restrict connectivity from Auth0 service to the Wordpress installation.
You redacted the IP address/hostname information in the information you posted so the above it’s just an hint. However, if that is the situation you may need to perform a manual configuration instead of relying in the automatic configuration.