Windows 10 Avoid auto-deletion of suspicious files (threat) by Defender?

Assume I extract a *.zip file.
One of the files inside contain suspicious code. At least Windows Defender tells me that a Threat has been found AND Defender AUOTMATICALLY
deletes this file.

Thank you for the information about the (possible) threat.

But I don't want a deletion!

How can I tell Defender to not (NEVER) delete (automatically) a dangerous file?

Same applies for copy and move operations

Peter