Something is blocking it. It is normally some 3rd party security product or some proxy software or vpn software getting in the way. Also at some point there was an Internet Options setting giving rise to such an error
They are not easy to troubleshoot
Try first to Reset the System and Framework Bundles in case it is a simple issue with the bundles.
A selection of topics with such a problem
https://forums.plex.tv/topic/109802-internet-page-error/
https://forums.plex.tv/topic/105299-plex-channels-have-disappeared/
https://forums.plex.tv/topic/79078-prxy-blocking-agents-settings-and-metadata-search/
https://forums.plex.tv/topic/58714-cant-connect-to-windows-8-plex-media-server/
https://forums.plex.tv/topic/77887-pms-not-opening/
https://forums.plex.tv/topic/86884-windows-81-64bit-issues/
https://forums.plex.tv/topic/46409-plugins-not-runnable/
There was more ... not easy to find them all
