Hello,
According to the information you provided, this may be caused by the "Real-time Protection" function being turned on in the "Virus and Threat Protection" in the system.
I suggest you open Windows Security Center > "Virus and Threat Protection" > "Virus and Threat Protection Settings" - Manage Settings. Then turn off "Real-time Protection", add the download location as an exclusion, and finally download the file again.
Best Regards,
Zunhui
============================================
If the Answer is helpful, please click "Accept Answer" and upvote it.