This is not a VBA problem. You are getting that error because your antivirus software is blocking the call.
You can review the Bitdefender settings to see if there is some option that references Office macro's or sub-programs.
Or contact Bitdefender support or ask the question in a Bitdefender specific forum.
https://community.bitdefender.com/en/discussion/93370/malicious-command-line-detected
Your path of least resistance is probably to just create a bat file that contains the reg command and run that outside of Word.
reg.exe export "HKEY_CURRENT_USER\SOFTWARE\Microsoft\Office\16.0\Word\User MRU\LiveId_1CAE3332AC58B37C7947B5C9B6B36B2BAD0F4B927087EB37A6DC5053FCF2A072\File MRU" "C:\BackupFileMRU\Word-file-mru_%date:~10,4%-%date:~4,2%-%date:~7,2%.reg" /Y