I agree. Even if the malware isn't malicious (read files, keylogger, ransomware etc), I'd really really appreciate virus software telling me that there is something in your system that you probably didn't intend to have there in the first place.
I have paid for ESET to have a peace of mind when it comes to viruses and other malicious attacks, and having something like this _not_ detected by ESET simply is quite disappointing and leaves me thinking what else it is missing.