Yes, this is mostly normal. I use wingleware web radar on 25H2 and with Bitdefender without issues.
That being said, to be honest, you should not run any cheat on a system with sensitive data or access to another system with sensitive data. These cheats use "loaders" that download and run software on every launch. This software can be replaced with arbitrary code at any time. This does not even have to be nefarious will of the cheat provider, a vulnerability in the loader system may expose risk to some attacker replacing the payload with arbitrary code.
Still, things like stealing your Discord token appears to be industry standard in the P2C market, so take care of your data!
And before someone claims DMA keeps your game pc clean - DMA cheats have full memory access to your PC! It's trivial to inject some RAT into any process on the game PC from a DMA cheat. Stay safe!!