I've just tried it out myself in Notebooks to confirm. If the domain matches an entry in the allowed list of outbound connections, also HTTP connections work. However, it's not recommended to do that, but I assume you know.
Could you please double check if you've entered the endpoint in the right list? The error message in your screenshot talks about "edge requests" which lets me believe you've entered the URL in the wrong list.
If the URL you're using is located in a private network, you should check if the correct host-to-locations mappings are defined in the settings for EdgeConnect.
You can find it under Settings -> Preferences -> Data Gateway Locations.