I already hated Microsoft ...
These false positives are unfortunately common for Windows Defender, especially when dealing with something that tracks keystrokes and mouse clicks like the Macro Recorder, which is a separate download, but the playback mechanism is still part of Keybreeze.exe.
After getting enough downloads and installations, Microsoft will improve the reputation of the download and should stop throwing that warning. In the meantime though, there is a way to bypass it. There should be a 'Run anyway' button that you can click to run the setup file.
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