The user's bio contains a hotlinked image from the
iplo.ru address. As it's behind a spoiler, and as the
iplo.ru domain seems to not point to anything (or maybe it's inaccessible here in the United States), this was hard to find on the page itself.
After browsing the page source with Developer Tools, I discovered the hotlinked image. It seems that Chrome throws this warning whenever any resource is loaded from a blacklisted domain. The warning is confusing, making it seem as if you're trying to browse to that domain itself, and completely misses addressing the crux of the issue (there's a resource behind it).
As Journeyman Geek said, it's worth letting the user know. Ideally, external images would be blocked, but given the current model, this is half the fault of the user for embedding the image, and half the fault of Chrome for the confusing error message. The SE system is not to blame here.
Update: The user has edited out the hotlinked image from their bio. Clicking the link again will no longer result in the warning message.