Maybe sites that produce such a warning might have cookies to enter and read your computer. Identify who is visiting the site perhaps. That may not be the cause in this instance, but I have a policy of never entering a site if I get a warning of any kind until I can be 100% certain the site is safe.
For similar reasons I will never go directly to a website by clicking on a direct link provided by anonymous members of HC. Who knows where that link can actually take you or what may eventuate. If one is interested its best to access the site via the IP address bar if the IP address at least seems bona-fide.
