You should add the virustotal and urlvoid API to your systems, it is very useful for keeping viruses from our devices to, maybe, even your own servers.
I'm not anyone knowledgeable just a user but the idea seems nice only downside is that adding this would most probably increase lookup latency so decreasing overall speed. If let's say the results are cached so once a url is looked up it doesn't have to for an x amount of time even then the usual filter list would most probably have it added by then. There is the NRD option I know I say this a lot but it blocks Newly Registered Domains for 30 days (Most malware come from newly registered sites this tends to happen with ransomware their control servers and generally malicious sites.) that's plenty for all the filters to block them anyway so adding something that might help once in a few hundred thousand queries with the right setup. I'm talking about a chance of a legit website turning bad and Virus Total blacklisting it before any filters. Is it worth the amount of work, and possible issues that's upto them to decide I guess.
Personally I wouldn't do it myself, risking possible issues an downtime for a tiny bit of extra security.
Also I'm not saying the idea is bad it's just implementing it on an extremely time dependent thing such as DNS doesn't really work but again in my opinion I don't know too much.