Why do I see a message about an Insecure Connection when using RealVNC Connect v8?

When connecting to a remote device using RealVNC Connect v8, you may see the below error message:

This message is shown when you are trying to connect using an unencrypted connection, such as to a non-RealVNC VNC Server. To connect, you will need to download and install RealVNC Connect on the remote device.