I found that the downloading problem was browser-dependent! I had been using Edge and that put up a simple message and gave me the opportunity to give feedback to Microsoft, but not to continue the download or execute the program. When I tried Chrome, Microsoft Defender put up a window with the "More info" button and let me run it just fine. This allowed me to install both J9.7 and J 9.8 Beta.
However, the interference by McAfee continues when I run either version, unless I turn off Real-time scanning. It seems to think jqt.dll is dangerous. I hope this situation can be resolved, perhaps by having the J developers contact McAfee.