It’s not supported on mobile. Some webGL work in mobile, but you can’t depend on that because officially it’s not supported. Which is exactly what the error says.
So in 2023 year, we have some progress, for Mobile WebGL.
Now, the warning is absent by default (“Please note that Unity WebGL is not currently supported on Mobiles”) for Unity 2022.3.7.
New Input System declares here that sensor (accelerometer, gyro, etc.) support for WebGL on Android and iOS devices is available in Unity 2021.2.
WebGL works on my tested devices: iPhone XS Max, Samsung Galaxy A71.
However, there is a bug with orientation changing on iOS (I submitted it recently to Unity Issue Tracker) - it is not always determined correctly after the changing.
So, I guess Unity is going to provide the full WebGL support on Mobiles in the future.
This is my workflow on how to Build and Test WebGL on Mobiles: