Should I be concerned that my anti-malware is detecting and blocking malvertising despite having uBlock Origin on?

Been recently trying to watch some things on the internet. Despite using what is described as a safe site by another reddit, my anti-malware is detecting a lot of what it calls "compromised" (legit sites being used by hackers to spread malware) and "malvertising" (ads used to spread malware) alerts.

The latter is especially concerning, since I have uBlock Origin and was under the impression that it specifically prevents malware affecting my machine through ads.

Should I be worried?

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