HTTP is the standard text-based protocol for retrieving documents from web servers, but, like most net protocols, has the unfortunate issue of using a transport method that is insecure. The packets that correspond to an HTTP message may be observed by routers before they reach their destination, and the whole message may be reassembled and inspected by malicious devices. Thus plain HTTP is commonly wrapped in TLS, resulting in HTTPS wherein messages are encrypted and can be decrypted only by the actual endpoints.
HTTPS is not absolutely necessary, however. As a user, you don't need it when browsing static content, unless you care about anyone in the way not knowing what browser you use and what content you view, or you want to verify the identity of the server. HTTPS is good to have as there will always be users that need it, but in these cases, it shouldn't however be forced upon other users, as it does bring some inconveniences. You have to present a valid certificate, it has to be signed, it cannot be expired, and it is always possible the version of TLS you use becomes obsolete. In any of these cases, all web clients start warning the user or stop the website from being accessed at all.
This is where Upgrade-Insecure-Requests steps in. It is a header sent by all modern browsers, informing the server that the client wishes to use HTTPS whenever possible. It can be turned off however, and most other tools (command line-based or in programming languages) do not send it by default, so you can specify the protocol by yourself freely.