I've a Page-Viewer web part on a page in an Office-365 site. In the web-part properties, I provide the URL-property with the URL of an external page (ASPX-Page in a different site outside Office-365). The page opens up with a browser security warning dialog.
This behavior is not observed in a SP-2010 site when opened in the same browser. Is there any workaround to come over this issue, other than adding the URL in the 'Trusted Sites' section of Internet Explorer.