The Mendix Native Mobile Builder does not currently support connections behind proxy servers. Please make sure you are not behind a proxy server and that your security rules allow access to the required services.
please check the Prerequisites.
1. check App Security -→ should be production
2.allowed the anonymous user
3. add a navigation profile (native mobile )
4. set the default home page for the native mobile.
then build native mobile app will display
It could be a firewall issue. Please read https://docs.mendix.com/howto/mobile/deploying-native-app