@DeeVee65,
Facebook has nothing to do with what you click when you leave their site.
Want to improve your experience? Don't click on the links that people share unless you know the site, and tell the people who shared that stuff with you that you don't want to see it. If they persist, unfollow them or even unfriend or block them if it gets really bad.
But Facebook is not responsible if you, a person aged 13 or older (Facebook's minimum required age, per their Terms of Service) are foolish enough to click on a weird-looking or suspicious link, and they certainly aren't at fault for how you react.