This behavior is fine for most websites where you just surf and do not leave any sensitive information. But would you be fine with leaving your personal mailing address, your phone number and your credit card number on a website that is fully controlled by ill-intentioned hackers? How do you know the site you are visiting has not been compromised when your blacklist ignores this type of threat?
The Zscaler Safe Shopping add-on is continually fed information regarding compromised and fake online stores. It warns you when you visit one of these domains. The list of domains is checked and updated regularly via Zscaler's cloud security service.