It could basically be an anomaly. Hence is why I have contacted a Senior level engineer from Support, who works closely with the Web Advisor team. Any other comments would basically be speculation. It being Christmas eve and the Holidays, hopefully we will hear something back eventually.
I can't say why some of the Microsoft results are coming back Red without doing a lot of investigating, and I can't do that because for whatever reason I'm not getting a connection to the California servers so I'm not seeing real-time safety ratings. Forcing an individual safety test on a subdomain-by-subdomain basis would take an awful long time, and as it's now early Christmas morning here I'm not going to do that.
There are several possible reasons why you're seeing these results and only one of them should really concern you, namely that someone has hacked into Microsoft. I think that's unlikely and even if it happened the Microsoft security teams would be on to it fast, holiday or not.
Best for the moment to treat it, as CatDaddy has said, as an anomalous result, and wait for the McAfee contact to come back with an interim report. Although, of course, it's holiday time so there might not be a response for a day or two. Or three.