If you want to streamline downloading the exports from the THREE, you can enable automatic downloading and allow for insecure downloading specifically to the local domain name.
In the URL bar, click on the "Not secure" bubble and go to Site Settings.
In the Permissions section, enable automatic downloading (if you want that), and enable insecure content.
After that, you no longer have to click the security check questions every time you want to export from the THREE.
