I think Microsoft is either a bit behind programs like Bitdefender or Kaspersky, or they are trying to scare you into using Windows Defender.
They have done this in the past.
This is one of the reasons, especially on a new OS, that I turn off Focus Assist and Notifications. :)
But leave it amrked as unsolved for now... someone else may have a solution that would allow you to run Focus Assist and Notifications, and NOT have that problem.
But Microsoft definitely cheats a bit when people attempt to use other Security or Browser solutions. :)
Side note: I have App & browser control, disabled. Firefox watches for bad websites, and I scan everything I download anyway. And Bitdeefender, even if I don't manually scan downloads... keeps an eye on them.