Hello,
I tried to investigate a little. The fact is this might be a privacy issue related to the 4.2 update. The warning occurs with an uptodate TorBrowser on every 4.2.
So i tried to deactivate all my plugins and switch to fifty* themes, on several wordpress. The warning still occurs on 4.2, but not on 4.1.2.
Looking further, this might be connected with gravatars or emoji integration in wordpress.