From this page:
There is a link to download the primer as a PDF with the following url:
https://download.rhino3d.com/IronPython/5.0/RhinoPython101/
When I click on that, I get this:
On this page:
There is also a link to download the whole thing as a PDF - that has a different URL and doesn’t generate the warning.
https://www.rhino3d.com/download/IronPython/5.0/RhinoPython101
Maybe the first link needs to be updated?