We would need a McAfee Firewall Technician to answer that as the internal workings of the software are never divulged to us I'm afraid. Getting one on a weekend will be difficult.
Are you talking about Incoming Events? As you know they are info only on blocked attempts and can vary from machine to machine depending on where you are.
I haven't seen any unusual activity as a result of going there myself but then my browsers are all set to their default settings and so is Firewall, which on my machine is Full access.
All I know is that SiteAdvisor and WOT both approve of it:
Maybe someone will spot this that knows more than I do.
Meanwhile I'll move this over to the Firewall section for better attention if you wish..
I am not sure if they are incoming events or not. But if you go Navigation -> Security Report and then scroll down to Firewall, it says the Programs Allowed, Programs Blocked, ect. In that section it said Risky Connections attempted, Risky Connections allowed, and Risky Connection Blocked.
I didn't even know about this until I decided to check the Security Report and I noticed that it used to be zero and it was in the 20s for Connection attempted. Since I only went to gamefaqs.com, I tried going on one more time and the connections increase by 2, I repeated this 3 more times and it just kept increasing. When I went to other sites nothing.
As for gamefaqs.com, I don't think that it is gamefaqs.com fault or anything because I managed to find the source of the Risky Connection which was the ip address 220.127.116.11. I found this by going to Firewall -> Netguard. It listed the last attempted connection by this ip and to be sure I tried going on gamefaqs.com 10 minutes later and the time changed. By clicking the Arrow thing next to the ip it said that it was last attempted by Firefox. When I tried on my Ubuntu virtual machine (also on outgoing), it would say last attempted by Oracle VM VirtualBox Manager.
Looking around the internet I only found that gamefaqs.com ip address isn't 18.104.22.168, and that this ip belongs to limelight networks. Since when I did a reverse ip lookup using http://www.yougetsignal.com/tools/web-sites-on-web-server/, and searched up gamefaqs.com the ip address didn't match. I not sure but maybe there is something on gamefaqs.com that is part of a different site and is causing this like maybe the ads on gamefaqs.com are linked to 22.214.171.124.
I really want to visit the site again, but I would like to see what a McAfee expert has to say about this connection by 126.96.36.199, since even though I have Firefox set to outgoing, my McAfee firewall set to Stealth and I don't have any script from gamefaqs.com allowed through NoScript. I just want to find out why this is happening and should I be concerned?