This error occurs when we try to drag and drop the exported index.html(of a HTML 5 Publication created from QuarkXPress) into a browser or directly click on this file to open it.
Please either use the preview button (at the lower left hand corner of your document window) or deploy the exported files to a Web Server first, and then open index.html in a browser.
You can use the default built-in Web Server on OS X or Windows machine. Or simply use the preview button, as it starts a local Web Server.
Image showing Preview Button in QuarkXPress: