Why is there a warning sign when installing the Bridge profile on macOS?

This warning indicates that the certificate used to secure the communication channel between Bridge and your email client is not signed by a trusted third party.

In order to communicate with Bridge, Apple Mail requires secure connections using SSL/TLS. This cryptographic protocol includes an identity verification system using certificates. For publicly available servers, certificates are normally issued and digitally signed by a certificate authority, such as Let's Encrypt. This is not possible for Bridge, as the IMAP and SMTP servers are running on your own computer, and are not accessible from any network (local or internet).

The solution is to use a self-signed certificate. When setting up an email account where the server provides a self-signed certificate, most email clients will issue a warning asking you whether you trust the server or not, because the certificate was not issued by a certificate authority. The client has no way of verifying that the server is who it pretends to be.

You can safely ignore this warning. The check concerns only the communication between your email client and Bridge, which occurs within your computer. On the other end, the communication between Bridge and the Proton servers uses the HTTPS protocol, and the identity of the remote server is verified by Bridge.