For a more secure browsing experience, HTTPS-First Mode is enabled by default in Incognito mode starting in Chrome 127. The warning that you mentioned would appear when users navigate to sites over insecure HTTP.
When browsing in Incognito mode, Chrome will try to connect via HTTPS first with a 3-second timeout.
If the site takes longer than 3 seconds to load, it will fall back to HTTP and display a warning.
This doesn’t affect every site, only those that take more than 3 seconds to respond.