This is standard from Apple and other device makers. They put this warning anytime a 3rd party issues a security certificate so you are aware of it.
Lionstripe issues our own encryption certificate allowing you to securely connect to the network. In a normal work or enterprise security environment, each device would have a root certificate installed preventing this warning from being served.
However, since your device is yours, not ours, we do not install root certificates for security and privacy purposes. You simply need to know that when connecting to a Lionstripe network, your device will get a certificate from lionstripe.com and it is issued by “Let’s Encrpypt Authority X3”
More info on that here https://letsencrypt.org/certificates/