Theres no 'hard' rule against it, I'd suspect most editors don't get into anything that tries to install spyware, so it wouldn't get reviewed, and thus not listed.
However there is no way we can monitor what has happened after a site has been listed.
In addition what one person considers spyware another may not, the tracking cookies are a case in point, some surfers block them, some don't, some don't know they exist.
ODP editors have a very high concentration of non IE browsers, and after the first bad experience, most run firewalls, ad-blockers, pop up bockers, and certainly quit on anything that is not doing what was expected (for example I'll cut the connection if there is a lot of internet activity and I'm not loading anything). This also means we may not be aware of a particular problem that affects/attacks unpatched/non-secured browsers and operating systems.
I used to delete with prejudice anything that tried to install Gator a couple of years back, haven't seen that lately.
One other problem arises where sites are hosted on 'free' servers, and the hosts run the adware/spyware without the site owners knowledge.
Generally I would not list sites that install anything that is unsolicited. Thats my personal view, not an official policy, I can't speak for others.
If you are sure of the particular site being the problem, I'd report it in the abuse reporting forum. An editor can make a decision at that point. (I have to say there's not usually much unique and useful information on sites that (knowingly) host such malicious cr*p)
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