Downloads and anti-virus software

I have a WordPress site on which there is a file download for an application installation. This download file is a .zip with an .exe file in it. The user has to download the .zip, unzip it, and start the installation. For Windows 10 computers with Windows Defender anti-virus at least, it seems like the only way the user can download the file, unzip it, and start installation is to turn off Windows Defender. Is this true? If so, this is a major deterrent to downloading, I would think.