This warning message does not mean that the Microsoft Defender SmartScreen has determined it as malicious but rather a higher risk due to it not being commonly downloaded. You can check more details in Microsoft Defender SmartScreen Frequently Asked Questions (the last five points).

Below are examples of this issue that may happen, as well as the recommended actions to resolve it:

• Impact #1: You cannot download Trend Vision One Endpoint Sensor agent installer from Trend Vision One console.

  

  Recommended Action: Click on the ellipsis button, and select Keep.

  

• Impact #2: You are unable to uninstall Trend Vision One Endpoint Sensor by using the "Remove Endpoint" option from the Trend Vision One console. This is because the download of pre-check tool may be blocked during the removal process.

  

  Recommended Action: Disable the "SmartScreen for Microsoft Edge" feature to ensure that the file can be downloaded successfully without any blocking issues.