C:\SnapVolumesTemp
C:\SVROOT
C:\{00000000-0000-0000-0000-000000000000}\SVROOT
C:\Program Files (x86)\CloudVolumesThis is caused by the combination of the exclusions in place for the Horizon VDI, and that the extraction of the ZIP file does not count as an execution.
While disabling the exclusions is a possibility, this could impact the performance per the article Antivirus Considerations in a VMware Environment. As the device is still protecting the executions, leaving the exclusions is our current recommendation.