Yes, there are still occasional reports of false positives from antivirus software. Some antivirus software is overly eager to flag any executable that isn't already being used by numerous users.
You could try to add an exception for the game's executable in your antivirus software, or disable the antivirus software before running cosmobreeder.
As for the folder being difficult to delete, that could be due to the AV's quarantine procedure or the way that it terminated the executable causing windows to believe that the folder was still in use.