I have had a lengthy conversation with @Vlad regarding this feature request who asked me to add more information to this post.
The popup would be an uninstrusive question to the user with clear and unbiased wording without any flashy colours or anything that can negatively influence or mislead the user's decision making.
It would say something along the lines of
"Traffic is unencrypted"
"You've enabled HTTPS Only Mode, meaning Orion will warn you when connecting to a website that does not support secure transmission of data to the website.
- This does not necessarily reflect website credibility or privacy and security practices.
- Entering sensitive information on this website is not recommended as prying eyes on your network may be able to capture it.
- If you choose to dismiss this warning, Orion will not ask you again for this website."
"Continue to HTTP Site" "Go Back"
Once clicking "Continue to HTTP Site", the user is never asked again for this website.
The intention of this feature is for transparency and choice. It's a simple choice that can go a long way, especially if the website the user is trying to visit does not follow basic SSL security practices, yet asks for sensitive information that should not be transmitted unencrypted.