I'm sorry, I can only give you my word that so far nobody experienced any sort of malware-like issues and the game doesn't try to steal your data or anything - it's working completely offline.
However, I did find posts reaching as far back as 2013 which are also related to BitDefender - it even considered the Ren'Py itself (not the games, just the engine!) a false-positive. So I think it may be an issue that will never be fixed. : (