It means proprietary software that open source developers do not have
access to the source code so it is up to the proprietary developer to
maintain. In this case it is likely Flash which is maintained and developed
by Adobe and Java which is developed and maintained by Oracle.
The reason for the advisory is that licenses are important and must be
respected. Everything else is covered by various FOSS licenses, so it is
advising you that you are stepping outside of the free and open source
world. Some people only want free and open. Other run both.
This is also a testament to how much FOSS software is available when they
come across something that isn't they tell you.
There are other reasons as well. If it is FOSS then it is scrutinized by
the community. People can examine the code and find vulnerabilities and
they are usually patched the same day, not whenever the proprietary
developer gets around to it or on the next patch Tuesday. That protects
you. Also sometimes people find ways to improve resource management or to
get it to work better with the kernel.
Welcome to the world of FOSS! Things are done differently. Also enjoy
Kubuntu. Ask lots of questions to learn which you can, in time, pass on to
others. That is part of running a community based operating system, too.