Yahoo forbidden links

When I surf with my iPad or Mac, I find this message almost every day:

This basically happens because Safari opens where you left, so I know the link is safe since it's a search I did at Yahoo previously.

Now, my question is WHY they do this? Other than telling people their own search engine is not safe and they control your browser or scare people away from legit links, I really can't imagine a reason to do this. Someone may say "security", and I guess the possible answer must be related to this, but quite honestly the more I think about it, the less sense I get from this. What makes it worse: supposedly, I was OUT OF YAHOO realm: I did a search, clicked a link, went to another page out of Yahoo. Yet, when I get back to that page (again, OUTSIDE YAHOO), this message appears

So, I would like to know why Yahoo do this (if an answer is available) or if not, which would be the cases in which this would be desirable and the reasons and logic behind it

EDIT: just to clarify: this happens on pages linked from Yahoo and visited a few hours earlier from a Yahoo link. If you close the browser or turn off your iPad or iPhone, once you get back you get this message. I was able to reproduce this only on Safari, so it could be an Apple thing