This is to do with external content being loaded, for example in one-boxed links. Once you load one external image, you’ll keep seeing this message until you reload the forum on a page without external images loaded over non-https connections.
I started logging all the network requests from the forum while browsing, and it took me > 400 requests before I managed to find one that was not encrypted - which was an image in a one box (actually, in one of your posts: here). This is probably intended behaviour; at least there seems to be no issue with the (certificates for) forum components themselves.
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