This is correct and this is something Bitdefender also do. Even in some pirated sports streaming sites that I often visit are not SSL scanned because of this reason.
BTW, ESET does HTTPS scanning on MalwareTips for me on MS Edge but doesn't do on Firefox.
For Edge, if I clean cookies, cache, reopen the browser and visit MT then on first visit HTTPS scanning is not performed but for all subsequent visits there is always ESET's certificate on Edge. This exact behavior at least on Edge is not new. I have been seeing this for many years.
On Firefox the QUIC version of MT is loaded while on Edge it's TLS 1.3 (excluding first visit). In Chromium browsers, using self-signing certificate to filter QUIC traffic is not allowed yet, so it has to be either forced to load TLS 1.3 or no HTTPS scanning on the site. On Firefox, filtering QUIC with self-signing certificate is allowed. Maybe this is where the difference is coming from. But I can't tell for sure why.
Kaspersky cannot filter QUIC at all, so they force downgrade everything to TLS 1.3 on all browsers.