Users are tuned to seeing green icon, and secure as trustworthy. This is over a decade of UX towards these. Suddenly seeing "Not secure" will definitely have an impact on engagement. (I know we're both guessing -- we'll have to wait for concrete numbers to make a call). I'd mark the engagement change at around 10%, and 20% for any site that is login/payments related.
they have been seeing that for months now ( i see it often too on sites that are slow to change). I have not heard anyone complaining about loss of traffic. It's becoming transparent to the users, imho, like the EU cookie prompt.
