Yeah, and? There's HTTPS between my browser and news.ycombinator.com as well. So what does that have to do with my ER-L?
There's no need to link to Wikipedia's HTTPS either. We both know what that is.
FYI: The malware you linked was for older or badly configured versions of those routers. If you don't upgrade OPNSense or Linux/BSD in general you're also in trouble.