I understand your concern completely. I would like to inform you that McAfee have an option called Safe web in the interface. This feature will give you notification about the risky websites when you are surfing on the internet. So, I would request you to enable the safe web feature by opening the McAfee application on your mobile device.
Once you enable the safe web feature, the web protection will be enabled and McAfee will notify you if the website is not safe or secure. Please let us know, if the issue still persist.