Hi,
Do you mean when you want to scan a file with Windows Defender, you can't see Windows Defender option by right click the file in File Explorer, right?
If yes, we could add "Scan With Windows Defender" Option with the following measure manually. (Those measure also apply to Windows 10)
Scan with Windows Defender - Add in Windows 8
I would not relay on third party software report about Windows Defender as Windows Defender it is a system build software. We could go Settings\Update & Security\Windows Security. In previous versions of Windows 10, Windows Security is called Windows Defender Security Center, but now Windows Security includes an antivirus program called Microsoft Defender Antivirus.
By the way, my device shows Windows Defender registry key same with you, but I do not think it is a issue, which should be more likely a behavior that might different by system version build. For group policy about Windows Defender, we could go to Local Computer Policy > Administrative Templates > Windows Components > Windows Defender Antivirus to check. I create a capture on my side. (system version: Windows 10 1909 version build 18363.959). If there is some option missing on your side, would you provide your version build and group policy capture?
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Bests,