It definitely should block it - it's insecure and breaks the promise of HTTPS.
A JSONP resource fetch is done by creating a <script>
resource pointing at the target. That means the target server can run any JavaScript it likes on the including page, and hence any man-in-the-middle can inject arbitrary script into a supposedly-HTTPS-protected page (eg adding a keylogger, or completely replacing the page content). An HTTPS page with a <script>
coming from HTTP is no more secure than a plain HTTP page.
You will need to provide an HTTPS version of your data feed, if you want HTTPS pages to be able to access it. Otherwise browsers should, at the very least, produce warnings. Chrome now defaulting to block doesn't change the nature of the problem, it's just giving you the extra push you need to fix it properly.
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