Why should http redirect to https?
Almost nobody types https. They type the bare address, or click an old link, and the browser may try plain http first. If your server does not redirect that request to the secure version, the visitor stays on an insecure page with the "Not secure" label, even though a secure version exists. The redirect is a one-line server rule.
Why it matters
Having a certificate is only half the job. Until http addresses redirect, the site exists twice: an encrypted copy and an unencrypted copy, and visitors and search engines can land on either. Search engines may index both, splitting your ranking between them. Old links in directories, emails and social posts nearly all use http and will keep sending people to the insecure copy for years.
How to check
Our check requests the http version of your address and reports whether it redirected to https. You can test it yourself by typing http:// in front of your domain and watching whether the address bar changes to https.
How to fix it
Add a permanent (301) redirect from every http address to its exact https equivalent, so that http://example.co.uk/about goes to https://example.co.uk/about, not to the home page. On Apache it is three lines in the .htaccess file; most hosting control panels have a "force https" switch; on WordPress, setting the site address to https and installing a small redirect plugin does it. Use a permanent redirect so that search engines update their records.
Once the redirect is in place and everything works, consider adding HSTS, which tells browsers never to try http at all.
Not sure how your own site does on this? Run the free check: it takes about twenty seconds and reports on this and thirty other things.