As other mentioned, it's not safe and you received malicious/dangerous message from server.
Make sure you only download from
https://electrum.org (and verify signature of downloaded files with Thomas PGP key). If you still use Tails, you should download Appimage version for your convenience.
I’m using the latest version of tails, what should I do?
Latest version of Tails OS doesn't mean it's installed with latest version of application.
FYI, it's either because :
1. It's conservative OS (prefer security/stability over latest version)
2. Latest version might be incompatible with the OS
3. There's no contributor to upgrade to latest version