iPhone 17 Pro Max shows Platform Security Issues message during private browsing

It is an ad where the site owner you are visiting was paid to present that to you. Yes it is considered a scam because the test is going to suggest you download some software that you do not need for a problem you do not have.

It pretends that the message is coming from your Settings by showing that in the background, but you can clearly see that is not what your Settings look like if you were to open the Settings app yourself.

Since the back button shows the Mail app, you likely received an email that contained the link where the web page was opened, and that is how they monetize your action of clicking the link through the use of the ad.

It may seem unimportant to you but "private browsing" is not "private searching".

Even in a private window or tab your search terms are sent out to the world, and depending on your chosen Search Engine are used to assemble a digital image of "you" that is retained, sold, etc just the same.

Change your default search engine on iPhone - Apple Support

The scam web page "safenetgroup.site" is not a consequence or result of using Private Browsing. It's just one example of pathetic scams that can arise on any device anywhere at any time: Phony "tech support" / "ransomware" popups and web pages - Apple Community.

Clicking the "Run a test" button won't actually do anything, other than redirect to the App Store in an attempt to get you to buy some garbage, perhaps preceded by some equally pathetic animation to make it appear it is doing something. Go ahead and tap it for entertainment's sake if that's your idea of a good time.

Read Browse the web privately in Safari on iPhone - Apple Support. If whatever you seek to accomplish by using Private Browsing is not explicitly described in that document, then you may be laboring under a misconception.

It's a scam. Don't hit the "Run a Test" button.