OS Mac Sierra 10.12.3 Safari 10.0.3 Java 8 Update 1 PulseSecure Version 8.1R10 (Latest version we can go to as we have SA-2500)
When accessing the login URL the Host Checker button almost immediately goes red and fails. It appears there is no attempt to download the Host Checker. I have compared settings on a working system running El Capitan with the same version of Java but version 9.1.3 of Safari and can see no differences.
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.
If this does resolve the issue, I would suggest reaching out to your VPN administrator requesting to upgrade to 8.2RX. We have replaced Java as a delivery mechanism with Pulse Secure Application Launcher (PSAL) which would avoid these steps for macOS users.