“Potential security risk” on downloads (Firefox)

[Albrights]

Hello good folks,
since a couple weeks (?) Firefox doesn’t want to download files from the standard IMSLP servers due to a “Potential security risk”. You can manually allow the downloads, but it’s annoying since there is no popup and I have to remember doing that or I might notice only later.
I don’t know anything about these things, so I can just ask: what’s up with that? Is there any actual security issue? Is it just a server configuration thing? Does this only apply to Firefox?

[Albrights]

The Firefox alert further says that the download uses an “insecure connection”.