Is this a malware? Just asking.
No. It's an unfortunate known issue with fusion games (you can google it). They work with compressed data in the exe: antiviruses see this de-compression re-compression of data like a strange behaviour and flags them as Evo Gen type of virus as part of their heuristic process.
Latest patches of fusion improved this false positive situation a lot, but it's still a problem.
Please set up an exception in the antivirus or windows if they block or delete the game's executable file.