This typically occurs because the cable being used to connect the dock to the system is not a Thunderbolt 3 cable, but rather a USB-C cable (the white cable included with MacBook Pro laptops for charging is a USB-C cable, not Thunderbolt 3). 

Please use only the Thunderbolt 3 cable we include in the box with the dock to connect it to your system. For additional information about this issue, please see this demonstration video -> https://youtu.be/YJKKOjFc6zE