In case you want to get rid of them, they are easy to find, but they are located in two places, and if you don't remove both, ZAP will repopulate them when it starts up again and set off all of the AV errors.
You will need to remove them from .../OWASP ZAP/fuzzers/fuzzdb/(problemFiles) as well as ../OWASP ZAP/plugin/(problemFiles).zap
on windows anyway...
Note that removing the fuzzdb plugin file doesn't effect anything else, since when the add-on was added the payloads were added to the fuzzer folder where they are accessed from and the .zap file itself is not functional during the use of the fuzzer.
Also, if Windows Defender only notified you of one malware, you should probably update it because FuzzDB should trigger at least 50....just to be safe! Or maybe our enterprise version is running some custom definitions that aren't standard?? Either way, can't hurt to look!