Because they're using a self-signed certificate. Too many people got to trusting the little key or lock icon without paying attention to the fact that self-signed certificates closed them for an unauthenticated connection.
Self-signed certificates will only provide SSL encryption of the datastream between you and the host server.
Self-signed certificates do not provide authentication. Authentication is meant to let you know that they really are who they claim to be and the content is coming off a server they have designated as a trusted source for their content. This is done by using a signed certificate that is traceable back to a root authority. Through this chain of trust, the end certificate is validated as having been assigned to the owner of this server and therefore this server's content is trustworthy.
So, you're forming a connection to a server that says it's Science Daily without any third party saying, "Yep, we've checked and it's not a con job, they really are who they say they are".
And here's a Firefox shot version of the reasons given for saying "Wait a moment, are these people really who you think they are"?
