ThreatArmor - what is it?
Answered
Quite recently my IntelliJ started to display the following screen, asking about adding a certificate for ThreatArmor to the list.
What is this certificate and why IntelliJ suddenly wants to add it? Why it never happed before? In never happed before and I feel reluctant to add something I do not understand the purpose. 
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This dialog appears in case a certificate was replaced by a proxy/VPN, or something else.
The certificate could be replaced for any website, including JetBrains plugins repo, updates server, gradle repository and so on.
I suggest making sure you have a direct connection to the internet. What action triggers the dialog?