If you have a site set in the Settings > Domains window with Redirect to Primary enabled, going to that site on a secure address beginning with https:// will not redirect. Only site addresses beginning with http:// will redirect as expected. If going to the site on an https:// is showing a secure error and you wanted it to redirect to the secure site address, then you will need to set any addresses on the site that your client's might visit on https:// to also be secure. Please see the article below for more information on making site addresses secure on the Settings > Domains window for your site..
Ch. 034 Domains Tab in Settings