Hi, mrlips. Whichever category you choose to block content, then Norton will advise you if a *Malicious* site is detected.
The different categories enable you to choose the type of content you wish to be blocked.
That notification is generic in that there could be several reasons for why the sites has been blocked, whether it be content, malicious links or computer threats.
You can also download WOT aka Web of Truth, as a secondary site scanner.
If either Norton and/or Wot flag the site as suspicious, back away.