Hi @dmawalker ,
Welcome to Trend Micro Online Community.
What you encountered was a fake pop-up warning that usually ends up to Technical Support Scam. In those instances, you will be redirected to another webpage, none of them are real but it will prevent you from controlling your cursor.
Please provide the URL of that fake webpage and the contact number you dialed that connected you to one of their agents trying to scam you.
The reason why it wasn't detected as malicious is because there's nothing wrong with the website and it can't do any harm. the only things that make it dangerous were the fact that it was designed to fool the victims in to believing that the "Warning" was real and IF the victims contacted the number indicated on the page. That's where they start to scam people.
Such threats can be prevented by having the Trend Micro Toolbar, one of the Available features of your Antivirus.
One last thing, that's one of the risks of having an outdated operating system. they can't load latest versions of certain software which can result to vulnerability risks.