Not sure what's going on here.
I clicked on the orange link below my username.

I personally see this happening with any outbound link to any page not on itch.io.
For example, I sell asset packs (textures, 3d, etc) and if I try to link to Turbosquid, CGtrader, Fab, Ko-fi, anywhere else any of my work is available really, I get this exact same message regardless of the safety of the site being linked to.
It means nothing and doesn't really reflect actual levels of risk but it does potentially unnerve visitors to your itch page, so in the end I have reached the decision just not to use those outbound links, I am currently removing them even knowing it would be nice if my success starting to occur on itch with $450+ in sales could be extended and connected to more venues. The asset packs I sell combined have a total 18 five-star ratings, lots of positive feedback emerging, so they are good, and they are just as good if purchased on another major site but itch's system with outbound links doesn't seem to care if that is the case.
- Matthew H, https://matthornb.itch.io