Interesting; the JSL works for me on that site. I think the message comes from your company's firewall. Does http://www.infoclimat.fr/ work from a browser, as http: not https:? I'm using JMP 13, what version are you using?
edit: also try http://www.infoclimat.fr/observations-meteo/archives/24/janvier/2017/grenoble-st-geoirs/07486.html in a browser.
It works as http, not https, but the hypothesis of a problem of firewall could be the good one!
I using JMP 12, so it could be a difference. We have planned to move to version 13 very soon, so wait and see...