Why doesn't my website support Private Relay?

When a user with iCloud+ has private relay enabled (at least on iPhones), they have a warning before visiting my web application, that "This website does not support secure connections and iCloud Private Relay cannot hide your connection from this website. If you continue and open "...", your IP address will be visible" (this is a translation from german, as I don't speak it).

What should I do for my website to support Private Relay? It is an Angular application, that makes requests to Java Spring Boot backend.

Why doesn't my website support Private Relay?
 
 
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