To my mind there’s more downsides than upsides using them. YMMV.
When smaller third party ("security") companies are trying to replace / override parts of the operating system, this HAS stopped Microsoft patches from installing, and in some cases this wasn't resolved for 6 months. So by using a "security" product, the consumer was less protected than just having Windows Update run automatically every month.
These security companies do not have access to the Windows source code, they do not know better than Microsoft (or Apple).
In my view if you want to run a third party security product, you're better off ditching Windows or MacOS and running Linux.
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