This can happen if you installed some anti-virus program and then uninstalled it where it didn't uninstall properly and return control back to Windows Defender. If you think that's the case, you can reinstall that anti-virus program and then try uninstalling it again. If that doesn't work, you can look to see if there's a special, standalone uninstaller utility for that program.
This could also happen if you somehow totally disabled Windows Defender so that there's no anti-virus on your system.
Regardless of the situation, https://www.reddit.com/r/operabrowser/wiki/opera/known_issues/#wiki_downloads_are_broken_with_.22interrupted.3A_virus_scan_failed.22_message usually works around it for Opera, but skipping the attempt to scan your downloads when they're finished.