The SageMath installer works by installing a "Linux-like" layer for Windows
called Cygwin. This operates at a rather low level, and various anti virus
scanners tend to consider this low-level activity as "virus-like", and as a
consequence they tend to get in the way of the SageMath installer, or of
the Cygwin it installs. Depending on the antivirus software and how one
configures it, it might just raise an alert, or block the software it thinks
is virus-like, or try to destroy it.
Recommendations:
- download the SageMath installer for Windows
- tell all antivirus software to ignore the SageMath installer for Windows
- run the installer; this installs SageMath
- tell the antivirus software to ignore SageMath
- run SageMath
If one runs the installer, or SageMath, before having told antivirus
software to ignore it, and if antivirus software considers some of
the low-level activity by the installer or by SageMath as virus-like,
then such antivirus software might decide not only to block the
installer or SageMath, but to remove it, or parts of it, making it
non-working later on, even if one later tells the antivirus software
to ignore it.
This applies not only to "trend micro" but also to "windows defender",
"kaspersky", etc.
Please, tell us more:
This question might get faster answers if asked on the Sage support mailing list, available as the "sage support" Google group.
Trend Micro is a cyber security company, and Trend Micro office scan is likely an anti-virus scanner by that company.