The warning is about methods that block current thread and coroutine cannot be properly suspended. This way, you lose all benefits of coroutines and downgrade to one job per thread again.
Each case should be handled in a different way. For suspendable http calls you can use ktor http client. But sometimes there is no library for your case, so you can either write your own solution or ignore this warning.
Edit: withContext(Dispatchers.IO) or some custom dispatcher can be used to workaround the problem. Thanks for the comments.