The Q2A core just downloads a file referenced in the metadata.json files of the plugins that inform them about the latest online version of the plugin. Then it compares your installed version against the latest one to let you know if there is an update to download or not.
Saying that this is a security issue would be exactly the same as saying that browsing a web page is a security issue.
You can either hide the error and lose the feature (and any other feature provided by a plugin that requires to access the internet using a similar way) or set allow_url_fopen to On. I'd go for the second one, which happens to be default in the PHP production php.ini file.