‘Secure traffic in Microsoft Windows Operating System is not monitored.’ Recommendation in Notification Center

I am using a trial version of Kaspersky Internet Security version no. 21.3.10.391 (f)

I am using Microsoft Windows 10 x64 Build 19043

The attached screenshot shows 3 recommendations In Notification Center. My question concerns the 1st recommendation: ‘Secure traffic in Microsoft Windows Operating System is not monitored.’ When I click Learn more, the second screenshot appears, which discusses ‘How to add the Kaspersky root certificate to the Mozilla Firefox or Thunderbird certificate storage.’ 

Is this recommendation something I should be concerned about? Does it compromise my protection? I do not use Mozilla Firefox. I do use Thunderbird for email. Thunderbird is working fine.