I just got this behavior as well. Extracting the zip worked fine, but Windows defender popped up an OS notification immediately that a threat was detected. Going into Windows Defender and looking at the details shows what ranjaman described. It deletes the executable within about 10 seconds.
If I run the executable before it's deleted, a popup says the publisher couldn't be verified and asks if I want to run it. If I run it before the executable is deleted, an error dialog pops up saying "Operation did not complete successfully because the file contains a virus or potentially unwanted software.
I tried to add an exception to Windows Defender for the folder where I extracted the files and it didn't change anything.
Version Info:
Edition Windows 10 Home
Version 22H2
Installed on 2/13/2022
OS build 19045.3803
Experience Windows Feature Experience Pack 1000.19053.1000.0
AMD Ryzen 7 processor