Hello @Maciej Polakowsi !
Welcome to Microsoft QnA!
I see you are getting a message from your AV regarding Azure Synapse
The message displays Azure Storage Explorer ,so if you are absolutely sure that no external bad actors have planted unkown scripts into your storage you can categorize this as a False positive message
You can also activate Defender for Cloud on your Storage Accounts and Synapse
https://learn.microsoft.com/en-us/azure/azure-sql/database/threat-detection-overview?view=azuresql
OR search into the Storage of yours for any malicius code (Most probable to be a false positive but just to be sure)
Add your Synapse to the exceptions list of your AV and you are good to go
I hope this helps!
Kindly mark the answer as Accepted and Upvote in case it helped!
Regards