I don't know for sure, but given this is in the Web Shield settings, it would depend on whether the app/s were scanned by the web shield.
If you check the web shield settings - Main Settings - Scan traffic from well-known browser processes only. This would imply that it is only scanning browsers only, but I have seen exceptions to this in some web cam processes not working correctly because it was monitored (excuse the pun) by the web shield.
The only real way to find out is by testing.