Alert Defender on Download SDK Flight Simulator 2020

When i download a SDK Flight Simulator, at end, Windows refused to write
Windows Defender signals an Alert ?
You have to force to keep the file and pass it as an .exe file
It’s normal ?

It always happens to me also

This is standard Windows Defender security behaviour for an executable that hasn’t acquired a sufficiently high reputation for safety. It’s possible to help the file acquire a high enough reputation by explicitly marking the file as safe but that’s a bit more fiddly.