According to the Ntirety docs, Windows server "is" supported with the Pulse Secure client and was supported back when you originally posted this request. In order to get past that error during install, you have to first install the Wireless LAN Service (a feature of Windows).
You can see more about this error and the fix mentioned in an unrelated Ntirety knowledge base article here: https://kb.pulsesecure.net/articles/Pulse_Secure_Article/KB40375
Installing the Wireless LAN Service is super simple (requires an OS restart), however it's slightly different per OS (Win 2008/2012 and 2016/2019). But a simple internet search can find you a quick step-by-step.
Hope this helps!