Why is a security warning displayed when running scripts from the netlogon folder when accessing it via FQDN?

Question

Domain Name System

There is a certain domain.local domain, if you run scripts through the path \\domain\netlogon\test.vbs, then the script starts normally, but if you run the script through \\domain.local\netlogon\test.vbs,
Adding to the local intranet zone is displayed *.domain.local doesn't help.
Of course, you can continue to use truncated paths, but I wonder why this can happen?