Usually, the connection to a push server is encrypted, if not you will receive a warning. If you allow the connection, you should be aware that the data of your MQTT account will be transmitted in plain text:

The connection to the push server is encrypted if the push server operator has SSL activated.

The authenticity of the push server is verified using certificates. If the authenticity of a push server cannot be confirmed a security note is displayed: Push Server “<server_name>” uses an invalid certificate: …Push Server “<server_name>” uses an invalid certificate.

You can connect to this server by tapping on ADD EXCEPTIONContinue, but also be aware that this may enable third-parties to gain access to your MQTT account data.