It is strange that when I download JDownloader with IE or Chrome, Windows Defender intervenes and blocks the file.

We've already determined that the AV is "arbitrary" in its determination of what is or isn't a suspicious file.

I can download it with Edge, Firefox, Basilisk, Vivaldi, SlimJet, Puffin, Iridium, and K-Meleon, (I don't have Chrome or IE) - not one will cause Defender to complain about it, with or without App & Browser control turned on and/or Cloud-delivered protection.

I can download it on the other six Windows computers I have here, same result.