It's because the connection is not actually secure: There is an HTTPS error on the page about mixed content. Some data is loaded over HTTP (and not HTTPS), which causes this error. You can see this if you open the page in another browser like Chrome.
Edit: Some more information about mixed content errors, from my answer on this question.
When this happens (a resource being loaded over HTTP), the browser gives a mixed-content warning: Chrome, Firefox, Internet Explorer 9