1. Marcos, thank you for you reply.
2. I performed the Compressed EICAR test as advised: I compressed the EICAR.com file along with another clean file, I put the compressed archive in a folder and scanned the folder.
3. The folder was scanned as follows:
a. Context Menu Scan: Right click on the folder > "Scan with ESET Internet Security"
b. Result: the folder was scanned and a window with action selection ("No action" / "Delete") appeared at the end of the scan.
When "delete" was selected the compressed archive was indeed deleted (all compressed files were deleted, both EICAR file and the clean file).
4. Moreover, I ran the test again as follows:
TEST 1
a. Advanced Scans > Custom Scan
b. Scan Profile: In-depth Scan
c. Scan without Cleaning > Ticked
d. Result: "Scan Completed Detection Occurred: 1 (Cleaned: 0)"
No window with action selection appeared at the end of the scan.
TEST 2
a. Advanced Scans > Custom Scan
b. Scan Profile: In-depth Scan
c. Scan without Cleaning > Unticked
d. Result: the folder was scanned and a window with action selection ("No action" / "Delete") appeared at the end of the scan.
When "delete" was selected the compressed archive was indeed deleted (all compressed files were deleted, both EICAR file and the clean file).
Please further advise.