Hello,
I have been experiencing this ever sense Morrowind, usually I just try again and it goes through but always the first time I get "Loading Profile Failed you do not currently have a network connectivity. this title requires a Sony entertainment network account and a network connection".
I have had this over 3 different PlayStation4 Pros, no its not my connection, typically I just press X to start and then it loads in right away to select play but in the last week I have had to make several attempts.
PS4 Pro all stock equipment NA server direct connection to router.