Good day frolov.ivan! I am Independent Advisor Paul R. and also a Microsoft/Windows user like you and I am glad to be able to provide assistance to you today.
Based from the photo that you have sent is that Microsoft Defender Smart Screen is off.
Kindly try to click on the toggle slider and it will turn on and also click on the toggle slider below it (Block potentially unwanted apps) and see how it goes.
Reference link for MS Edge Smarts Screen: https://support.microsoft.com/microsoft-edge/how-can-smartscreen-help-protect-me-in-microsoft-edge-1c9a874a-6826-be5e-45b1-67fa445a74c8
Regards,
Paul R.