That happens when the installer tries to download required files for installation, but can't verify the server identity. The server identity is verified with TLS 1.2 handshake that relies on Windows system root certificates. In this case, it's probably download.sp.f-secure.com certificate that is causing the issue. The certificate is verified by Starfield Class 2 Certification Authority that you're problably missing from your system. Usually Windows automatically downloads missing root certificates from Windows update when they are required. For some reason, your system doesn't do this.
Sometimes just going into the URL with a browser will trigger Windows to download the missing certificate, so you could just type into your browser: https://download.sp.f-secure.com/ . There is no webpage on that server, you will see empty page it everything works.
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