I can't reproduce it at the moment because I clicked the "continue to site" option. Basically it said "you usually connect to this site with HTTPS" implying that was not an option and a potential vulnerability.
Ah - it sounds like you had ‘http’ instead of ‘https’ at the beginning of the address. Many browsers have a setting to only use https, and just about every site these days use https.
I think you were the victim of a technological typo
On the flip side, browsers may also protest if you try to visit an older website that hasn't been upgraded to https, by trying to use https in the address.