Blocking malware ensures protection against threats that arise when users who work with cloud services access web objects that are infected by malware. The anti-malware filtering process that is implemented through particular rules of your web policy detects infections and blocks access accordingly.
You can configure this process to allow access, for example, to websites where you consider it safe to access them. Anti-malware filtering is skipped when users request access to these websites. This reduces consumption of resources that would otherwise be absorbed by the filtering process.
For more information about how to configure the rules of the anti-malware filtering process, see Block Access to Malware-infected Objects.