Would anyone have an idea why it's reported unsafe?

Some discussion here, though these people also don't seem to have much info either: https://github.com/pandas-dev/pandas/issues/39862

One person seems to have narrowed the violation down to a zipfile version of the docs available on the site.

I can imagine an automated warning system like this providing some value to web users as a whole, though the process doesn't seem great to me if such tech-savvy people are still scratching their heads after 2 days.