Hi P. Banks,
This is actually a function of your browser rather than Windows Defender. It provides some added safety, but is not like an AV/AM/AS Scan of the site and can miss recent subtle/"invisible" traps (but nothing is perfect even using equivalent products to Defender that say they provide such added protection do little if any better - and some are far worse). Using Internet Explorer 11 (most others that are worth considering, paid or not, work similarly), it's done through Smartscreen Filter if enabled - and manually confirmed if you want as shown below:
Other free alternatives or add-ons I use include:
https://www.virustotal.com/ (use the URL tab and, to be even more certain, check both the page as well as the primary site (like both this page as seen in the browser and http://answers.microsoft.com)
In search engines (and it'll show in a toolbar in most browsers), I use Web-of-Trust (WOT) from https://www.mywot.com/
I hope this helps,
Kosh