It doesn't make a difference. I was on my home wifi and only disconnected to see if it is a wifi issue when I took the screenshot.
Anyway, this happens every time there is an update. I cannot update OTA. I have even done a clean install previously but it changed nothing..,
Do you have a firewall setting of some sort that could be causing you to be unable to connect and retrieve the update OTA? Have you tried resetting your network settings - Settings - General - Reset - Reset Network Settings