This behavior is related to Zone that is set - Internet/Intranet/etc and corresponding Security Level
You can change this by setting less secure Security Level (not recommended) or by customizing Display Mixed Content property
You can do that by following steps:
- Click on Gear icon at the top of the browser window.
- Select Internet Options.
- Select the Security tab at the top.
- Click the Custom Level... button.
- Scroll about halfway down to the Miscellaneous heading (denoted by a "blank page" icon).
- Under this heading is the option Display Mixed Content; set this to Enable/Prompt.
- Click OK, then Yes when prompted to confirm the change, then OK to close the Options window.
- Close and restart the browser.