Hi Hicham,
Thank you for posting your question in Microsoft Community.
I understand that you want to stop Windows defender from deleting some programs with .exe extension. Correct me if I am wrong.
I can imagine the inconvenience you have experienced. I will try to help you in fixing the issue.
Follow the below steps to Adding Exceptions in Windows Defender.
a. Open the Windows Defender, by pressing Windows Symbol key, type Windows Defender and hit Enter.
b. Go to the Settings tab and select the Excluded Files & Locations.
c. Browse and locate for the .exe extension.
d. Add it to the list of Excluded Files & Locations and do the same way for Excluded file types and Excluded processes, then click on Save Changes.
e. Try to check with the issue.
Your reply is very important for us to ensure a proper resolution. Please get back to us with the above information in order to assist you accordingly.
In future if you come across any issues regarding Windows, please feel free to post your query here on Microsoft Community, we will be more than happy to assist you.