One SEO professional asked John Mueller in a hangout about how they link to pages and whether or not it affects their SEO score.
Their question was: Does it affect my SEO score negatively if their page is linking to an external, insecure website (HTTP, instead of HTTPS)?
John put to rest the fact that Google does not have anything like an SEO score that you can optimize around. You don’t have to worry about an SEO score.
Regardless of this, John understands the question as: is it bad if an SEO professional links to an HTTP page instead of an HTTPS page?
From Google’s perspective, that’s perfecty fine.
If these pages are on HTTP, then that’s what you would link to. That’s what users would expect to find.
There’s no kind of downside for your site to avoid linking to HTTP pages, because they’re old or crusty and not as cool as HTTPS.
John would not worry about anything like this.
This happens at approximately the 07:35 mark in the video.