Why you should install
all intermediate certificates
on your server
All operating systems contain a set of default trusted root certificates. But Certificate Authorities usually don't use their root certificate to sign customer certificates. They use so called intermediate certificates instead, because these can be rotated more frequently.
If not all intermediate certificates are installed on your server, some clients —mostly mobile browsers— will think you are on an insecure connection. This results in 'untrusted' warnings like the following:
To avoid such warnings, a server should always send a complete trust chain. The trust chain contains your certificate concatenated with all intermediate certificates.