‘Security through obscurity’ or simply ‘Security incompetence’?

If you use a WebControl in a Windows Presentation Foundation application that accesses local JS files, it shows this warning:
x

If I add
x
at the top of index.html,
IE 11 thinks it is loaded from about:internet and will not display the Security warning. Currently I don’t know if it is also a security issue.

Tested with Windows 10 – IE 11.