Modern browsers block secure websites from sending requests to insecure websites. So it's browsers that are blocking this for all web content, it's not specific to Construct. Construct's preview is a secure website, and so you will hit this security restriction in preview mode.
The one exception is you can make insecure requests to localhost
- that is allowed as the system knows the request will not leave the same device.
All modern web content should be secure and run on HTTPS. Nobody should be running an insecure web server for anything important these days.