I did just notice there is one difference in the URLs, and BitDefender doesn't like the one that Fiddler uses:
Fiddler attempts to download using this URL: http://telerik-fiddler.s3.amazonaws.com/fiddler/FiddlerSetup.exe
The manual download location is this https://telerik-fiddler.s3.amazonaws.com/fiddler/FiddlerSetup.exe
(i.e. manually it is over https, but Fiddler is going over http)
If I try to download using http, even manually, BitDefender blocks it, but it's happy with the https version.
Could you please let the Fiddler developers know so future updates use the https URL? It would be safer anyway, and was probably switched for a reason anyway, so it would complete that switch