Actually, going to
http://meta.security.stackexchange.com redirects. However,
https://meta.security.stackexchange.com does not have a certificate, which is why you are seeing that screen.
The whole point of moving the scheme to
meta.<sitename>.stackexchange.com was to reduce the maintenance costs of certificates (given that a
*.*.stackexchange.com certificate is not obtainable, nor can a
meta.*.stackexchange.com one, but a
*.meta.stackexchange.com can and has been).
To fix (?) the issue we would need to purchase and maintain certificates for each
Now, given that http links already redirect properly and that all links that predate the schema move should have been http (since https would throw that scary warning page) and that we have also rewritten links to the meta sites to both have the correct schema and protocol, there really shouldn't be all that many links to the old schema that use https.
So, given the costs and the little benefit (if any) of fixing this - we will not be fixing it.