This is likely a problem with your ISP, not Safari.
The message is saying that the site certificate for 'https://nas.io' is invalid.
You can click the 'view the certificate' link for more details, but I'm guessing that your ISP is using some kind of proxy or filtering, and that's what's getting in the way - you're trying to access 'nas.io', but getting a reply from your ISP's server instead, which is what Safari is (correctly) complaining about.
The use of a VPN bypasses the ISP's filter, which is what allows the site to work.
So check with your ISP, or try toggling iCloud's private relay (System Settings -> iCloud -> Private Relay) which route all requests through Apple's servers (similar to a VPN), bypassing your ISP's filters.