PUP is an indicator for software that could be bad, but isn't. ALL remote access and monitoring can be used for malicious purposes. So it is often marked as PUP. Even if every tool ever made marked something as PUP, this would never give reason for concern unless you hadn't meant to install a remote access too. But you did, you knowingly installed ConnectWise, so you should be expecting PUP warnings from to time if you don't exclude it, just like all tools will do sometimes. Since you know that you installed it intentionally, you know that the PUP warning does not apply to you.
We do get PUP alerts on our environment and most of them are ignored. In this case if you look at the results I shared, PUP is on just my AV, some others shows as Trojan