IMO...many websites have scripts buil into the framework of the webpage...see Scripts . Like everything else, scripts can be benign or malicious...but to expect all scripts to be malicious is a little out there, IMO.
Like other web-page coding...scripts can be poorly written and inefficient and may cause problems on the webpage. A cure for poor coding has not yet been found.
Every now and then, I get one of those messages and my response is always to kill the script. My thought is...well, if the website makes it a pain for me to visit the site...I have little reason to let some arcane script run that may not reflect any meaningful webpage content that I am looking for.