Cryptominers fall into the "Potentially Unwanted Program" category, along with remote access software like a VNC server. They're not malware, but can be installed maliciously. If Windows Defender finds a cryptominer, it has no way to determine if it was deliberately installed, so it flags. Manually excepting the directory NiceHash installs the miners is the only way around it.
For instance I GPU mine with https://github.com/ethereum-mining/ethminer and CPU mine with https://github.com/xmrig/xmrig, both built from source and I don't use Nicehash (the app). But I haven't looked at the source, so at some point I'm still trusting someone.
Depends on whether or not the heuristics scanning in Windows Defender would still flag the miners if you compiled it yourself.
ethminer.exe -P stratum2+tcp://<your nicehash wallet address>@daggerhashimoto.usa.nicehash.com:3353
I am considering to add a feature, that would pause when external sensor reports high temperature. But you can already hack around that by creating a background window titled "DON'T MINE" and setting the tool to stop when it sees it.