NOT SECURE - Displayed in Browser

Hi,
when using the DPI engine instead of proxy mode, my browser displays a NOT SECURE icon at the top. This happens even when the site is in the exclusion list for DPI like the sophos community page:

 

The certificate used is not from the appliance:

On Instagram for example the icon is normal, even when it uses the appliance certificate:

But most sites like Youtube and others got the same NOT SECURE icon.

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