as far as i know my window defender did not do something like this,
but instead it was my anti viruses,
make sure you're disabled it because most of them 'deleting' or 'quarantine' it.
especially avast anti viruses.
disable it until you restart it and then extract the folder,
it should be fine.
Thanks for the quick response.
I thought I turned it off, but I will give it another go and make sure it doesn't have some service I am not noticing (real time protection) in the background.