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.