Bing search automatically filter sites that download malicious software. As bing crawls the web, it assess whether a page contains any malicious elements or exhibits any malicious behavior, and then flag questionable pages with a warning message. Bing can block new threats from existing malicious sites, even if those threats are not yet blocked by traditional antivirus or anti-malware signatures.
Bing remove malware from search results, so you are safe on bing. You can report sites that you think may be malicious using the Bing feedback form.
Bing itself is flagged as malicious by Avast! antivirus (Resident Web Shield). It appears to be a threat itself.