Antivirus programs can't do anything about something that isn't a virus. The current most common things are phishing scams, that entice you into clicking something. When you click, you've given permission to install a program, even if the button says something else.

YOU are the MASTER OF YOUR COMPUTER, and the AV/AntiMalware/AntiSPAM program that you have installed CANNOT REFUSE TO DO WHAT YOU TELL IT TO DO. If you click, and the click means "install," you override all your protections.

The website found in your bin is listed as a "clone site" at the McAfee page, so everything said probably applies to the one you had (or have).

Aggressiveness is not an indicator of "evil intent." Not all nastiness is technically illegal. It may just mean they want to trick you into giving them your money. If that's a surprise, you haven't tried to buy a used car lately - or talked to a politician face-to-face.

John