Its so weird, by just opening our browsers we can contribute to blockchain processing? How can we sure that all activities are blockchain related and not a scam or computer exploit?
This is all the point of Nimiq, in fact: you can do everything very simply, directly in your browser.
As normana said, it's open-source, so anyone can verify the code of any application of the Nimiq ecosystem. If there is something wrong, people can point it out to the public.
Last thing, just a few words about the ad-block thing. In fact, some community members has had the idea of creating a web miner that can be included in web pages. It's quite similar as what Coinhive is offering with Monero. Obviously it is legit if the visitor is aware of it, but it is not if the mining is hidden. I never found a website where there is hidden Nimiq mining, though.