What device do you have? Do you have a VPN set up? Are you on WiFi? Which side of the notification bar is the key on?
If you have a Goole-branded device (Pixel, Nexus) and you're on WiFi, this could be the WiFi assistant automatically securing an open WiFi connection. https://support.google.com/nexus/answer/6327199?hl=en I believe this now applies to non-Fi phones as well.
If you have a VPN set up and it's connected, this is an indication of that as well.
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