Because security is already confusing enough for the average user, and screen real estate is valuable. We don't need an extra type of distinction that they need

Because security is already confusing enough for the average user, and screen real estate is valuable. We don't need an extra type of distinction that they need to know. We don't want to have to say to someone, "before logging into your bank, make sure that it is https AND that there isn't some little warning somewhere about unconfirmed identity."