This message suggests that the network settings on the iPhone or the network you are connected to are preventing content from being loaded in a private or secure manner. Here are a few possibilities:
1. Private Browsing or VPN: If you are using a private browsing mode or a VPN service, some network settings might not allow content to be loaded through these private channels.
2. Security Protocols: The network you are connected to might have strict security protocols that do not allow the use of certain encryption or privacy features, and this might prevent content from loading privately. Alternately, the wireless network you are connecting your iPhone may not be using a secure-enough security setting. This would be typical for either WEP or WPA-TKIP. In this case, the iPhone is expecting WPA-AES as a minimum for a secure connection.
3. Content Filters and Firewalls: Some networks use content filters or firewalls to block access to specific types of content. If you are trying to access content that the network considers to be not secure, you might see this message.
4. Browser or App Settings: It's also possible that this message is being generated by a specific app or browser, due to its own privacy or security settings.