There is not a single reason why you see this type of warning. A nulled theme or plugin is a happy ground for malware, virus rootkits, backdoors and more.
As this is true for most sites Major Browser and Search Engines are taking steps to protect the users. As such warnings exist for the protection of users you should also have ways to be able to tell the reason that trick this warning.
Finding the Reason
An excellent source will be Google Search Console (former Google
webmaster).
There there is a tab that shows this activity and telling next steps to resolve it.
This warning may be up a time after you resolve the issues because it
should be recrawled and verified, a process that requires time and
manual action.
Also removing only the files didn’t mean you are safe. Backdoors exist also in the Database.