yes, at this time, McAfee does not provide it's own web filtering solution on iOS. for now, we recommend you use the web filtering solution already provided by apple in Settings -> General -> Restrictions to block adult content.
What Safe Family can do today is help you block access to the internet through safari through our time of day rules as well as use of other apps that are downloaded from the app store. Through this feature you will also be able to see a list of all the apps installed on your child's device or control which age groups of apps your child has access defined by age groups in the Apple App store.
Web monitoring and filtering on iOS is something that we are considering in a future update of Safe Family.