Firefox will give you the same kidn of warning if try to download a file via an http link and not https.
I found this out recently and swore buckets at Firefox when I realized the download link to my soundpack hosted on my personal webserver was probably barfing at downloaders for the past year that "this file (of nothing but .wav sound files) was not secure" simply because it was being transfered via http and not https. What a load of rubbish! Technically correct, a man in the middle attack somewhere out on the internet could inject something into the .zip file, but really, at some peoint, you've got to assume the providers and big pipes are secure. It's a symptom of the insane spread of an "encrypt everything" mentality which most traffic... really does not need to be encrypted.
I "fixed it" (it was not broken imho) in my case by hosting my file on github who paid a few bucks for a yearly SSL certificate on their webserver and can server https... I don't use Edge, but try download both links below with Edge, and see if the second http one will barf the same nonsense "unsecure file" warning...
HTTPS (secure):
https://github.com/choppergirl/soun...ack English for OpenTX with Sample Models.zip
HTTP (none secure):
http://air-war.org/edgy/Choppergirls Edgy SoundPack English for OpenTX.zip
I'm looking at the URL for this forum, and it's https... so... maybe it's some other related and similiar rubbsih going on... there probably is nothing to worry about at all.