Please note that depending on the browser and anti-virus used to download the models, some security features are preventing the operation at different levels.

If you experience such difficulties try to use another browser.

Models are sometimes containing additional custom elements deliverred into dll files.

I experienced the issue on my PC:

You must understand that additional elements are deliverred to the model as dll files that may be miss interpreted by your workstation.  Once used in the site design, they generate HTML, CSS, Javascript/jQuery and/or php code.  This code will be published on the host as part of the site and will not generate these alarms anymore.