To download or launch Host Checker, setup client will be needed. Could you double check if the setup client is installed by navigating to the following directory:
~/Library/Application Support/Pulse Secure/SetupClient
If the client does exist, try removing the directory and trying again. If the problem occurs again, check to see if the setupclient directory is getting created or not. If the directory is not created, then enable java console logs to see where the failure is occurring.