After installing Microsoft Defender on a Mac, it prevents itself from being deleted. The mechanism on how it does so is still unclear to me, but you cannot delete the Defender app, even as root. In order to delete it, you first need to disable its anti-tamper protection:

sudo mdatp config tamper-protection enforcement-level --value audit

Then, you can properly remove the app by issueing the following command:

sudo /Library/Application\ Support/Microsoft/Defender/uninstall/uninstall

Do note that disabling the tamper-protection will log an event in Microsoft Defender. Your security team may question you about this.