If a site uses https, the user will get a warning because EC is adding links that are http only.
The reason for this is because in events-calendar.php the line
define('EVENTSCALENDARURL', get_option('siteurl').'/wp-content/plugins/events-calendar'); is used. This is the wrong function, get_option should not be used, instead site_url() should be used. Here is the reference: http://codex.wordpress.org/Function_Reference/site_url.