Microsoft is doing the right thing. The whole point of that string is to trigger such behaviour. It's so you can use it to test that your antivirus is working.
>Anti-virus programmers set the EICAR string as a verified virus, similar to other identified signatures. A compliant virus scanner, when detecting the file, will respond in exactly the same manner as if it found a harmful virus. Not all virus scanners are compliant, and may not detect the file even when they are correctly configured.