The reason for that is that once upon a time some virus used UPX (or some demoscene tool), and the antivirus associated that with the virus. But some antiviruses also often detect cracked stuff and report it as being virus, purely because they're killjoys.
Commercial antiviruses are a plague as bad as virus themselves, unfortunately.
But even doing simple stuff like compiling with winsock, or with the wrong(!?) compile flags will trigger most AV. We almost always have to just report the dlls as false positive and pray microsoft actually adds them to the whitelist, and I'm guessing that's not really an option for cracks.
Though tbh the best thing you can do is just pick up a game you like and just have a go at reversing it, it'll be a bit slow but the more you reverse the easier it gets. After you reverse it it's just a matter of looking up each topic (ie dll injection, hooking, etc) as you need them. None of them are that hard, they just seem overwhelming if you try doing them all at once.
There's your answer.