If you're interested in learning more about how something like this happens, MayImilae researched the issue and wrote up a detailed report below on what is happening and where we stand on the problem for now.
In order to ensure that the monthly builds distributed through our update track aren't deleted by Window's antivirus, we've been verifying that the build we've chosen is whitelisted. The good news is that Microsoft has acknowledged that Dolphin's updater isn't a trojan, however for now they have to manually whitelist our executables. There's been an ongoing issue with Dolphin's updater being recognized as a trojan by Window's Defender Cloud AI scanning. We apologize for the late Progress Report, but at this point it's partially by design.