Solution : https://service.sap.com/sap/support/notes/604250 (SAP Service marketplace login required)
Key words : 
terms sap gui, additional data request, ssl connection, safety appears, nonsecure objects, https reason, empty frame, browser considers, secure frame, nonsecure frame
Related Notes : 
       
| 638165 | SAPGUI for HTML: ~disconnectonclose not default |