To answer your question directly, the printer's embedded web server can only be accessed through a wireless or Ethernet connection hence why it is opening to this page. It is likely that you have this printer in your shared network folder causing the embedded web server to open. It is not the same page you would get if you click on the desktop icon. You should be looking at the HP Printer Assistant.
Try the link below first and let me know if you have already attempted this. I have already provided all the documentation and knowledge I have on the topic but I will gladly look into this for you if the link below doesn't help.
--HP Printer Assistant Opens with a Script Error--
I really hope this helps!