I'm making a RESTful web service call in my JavaScript page and get the following warning:

This page is accessing information that is not under its control. This poses a security risk. Do you want to continue?

Now I've read up on this and am aware of the cross-domain, same origin policy. However, I don't get such warnings when I consume other APIs like Google's Maps API. Clearly the domain is not the same as my local domain. What is the difference?

My initial guess is that Google is 'imported' into the page using the <script> tag while my REST consumption is using XMLHttpRequest. IF that is the case, what is the difference between these two approaches that one would merit a warning and the other not?