Some products detect uTorrent either because of heuristics signatures that look for new/unknown threats, and others appear to be detecting it due to the fact that uTorrent has been known to sometimes come bundled with a PUP (Potentially Unwanted Program) known as OpenCandy. Malwarebytes would block OpenCandy so I'm sure you aren't infected with that PUP, however you can learn more about what OpenCandy is by reviewing the information found here.
As for why Malwarebytes blocked uTorrent, this is because uTorrent, and all Bittorrent software, are what are known as Peer-to-Peer (P2P) applications meaning it connects to many different servers/IP addresses (this is how files are downloaded through uTorrent) and because of this, sometimes uTorrent will connect to a server that is also known for hosting malicious content. This is because servers/IP addresses are often shared by multiple sites, so while what you are downloading through uTorrent may be perfectly safe, some of the sites hosted on some of the IP addresses that uTorrent connects to may be malicious. Such connections are not a threat however, and you may exclude uTorrent from the Web Protection component in Malwarebytes to stop the blocks from happening without compromising your protection (your web browser and other critical web facing programs will still be fully protected from malicious websites and other malicious content). To do so, add uTorrent.exe to your exclusions using the method described under the Exclude an Application that Connects to the Internet section of this support article.
File sharing involves using technology that allows internet users to share files that are housed on their individual computers. Peer-to-peer (P2P) applications, such as those used to share music files, are some of the most common forms of file-sharing technology. However, P2P applications introduce security risks that may put your information or your computer in jeopardy. Risks of File-Sharing Technology
I hope this helps, and if there is anything else we might assist you with please let us know.