It would only be censorship if you didn't have a choice to avoid Defender, and you obviously do, or if Microsoft had some sort of political interest in suppressing files named keygen.exe.
That's just not true though. They have the ability to detect malware. What they are doing is blindly labeling anything reslembling a keygen as malware , for no valid reason. This also doesn't just apply to Defender.
First of all, that's not true. You can test it: create an empty file and name it keygen.exe. It won't get deleted.
The code inside the file has some similarly to one of the hundreds of thousands of malware used to train Defender, and there's a false positive.
None of that matters, though, because you can just not use it if it causes problems for you.