This is probably because the second link is http and not https. Http sites are not considered to be secure.
You can find here the official reason for why this warning shows up.
So? That doesn't change the fact that this issue might be due to the fact that it's http instead of https. I don't get why this answer is downvoted, it might be helpful for other users...
Then what determines it, if not the domain name? neverssl.com does not redirect to HTTPS, so why would it not throw the warning, but OP's example would? Also, the HTTP link he provided works over TLS, so perhaps OP could check if the issue still occurs if he manually loads the HTTPS version.
That reference is very vague. I take "the website carries malware or threat files" to include phishing indicators. And traffic not being redirected to HTTPS is clearly not sufficient to trigger the warning on its own.
Yes I found this blog entry from Google as well which is a little contradicting the claim that the error can show up if the SSL certificate is not installed correctly... I will remove my answer if you're sure that the other reference is wrong, let me know :)