Pulse Secure is working on using system extension instead of KEXT in future releases. We are tracking development from Apple and have also tested the latest beta 10.15.4 Beta builds. Currently there is no enforcement of KEXT deprecation and traffic enforcement and lockdown mode works as expected. We will update the KB once we have an ETA and timeline on using system extension.
For the prompt "Session Extension blocked " when installing PDC via browser, we can follow below workaround
When we double click the PSAL application to install, we get below prompt :


PSAL application to be installed using open with option :

We will see below prompts and we finally get the session extension blocked message, click ok to proceed with installation.

Click OK below :

Click Open :

Click OK when we see the below prompt and installation will succeed :