most sites offering https have good reasons for that, privacy, online banking, email etc...and there's no reason to worry about the web shield not scanning. But indeed in some cases, like facebook or twitter that both support https, there is indeed a risk to download malware >>> whatever, the file shield is always there to scan decrypted files at disk level (ie https web pages are decrypted when downloaded) and will detect malware if any. If it's an archive, it will be analyzed when you open it.
As to the network shield, can you make a screen shot of what you think it scans on 443 (activity text line) and post it here?