I found the solution in the Google Play comments section. I will paste the response here just in case anyone else searches for this problem on this forum.
Thank you, Matt Bryant.
August 9, 2015
IF YOU USE "LUX" APP YOU MUST TURN IT OFF TO CONTENT FIRST TIME Had problem where I couldn't hit OK to let Avast VPN connect. I FOUND THE FIX. In my case it's the brightness adjusting app "LUX", as it did the same thing in another settings conformation dialog box on Android 5.1 and I found out all you have to do is turn Lux off just for a minute to connect the first time. After that you can leave it on and it works fine... Hope this helps.