This is a protection against PunyCode abuse as described in below article.
Only sites whose host name uses Latin-extended or Latin-like characters, will be warned.
When clicking on a static link, confirmation dialog will be triggered only if points to a different site whose host name contains suspicious punycode (as described above).
Scripts will still be able to navigate to a possibly fake website in the current tab without triggering the confirmation prompt. However, upon arriving to the website, the user will still be prompted with a confirmation dialog.
Scripts that open a possibly fake website in a new tab will trigger the confirmation prompt.