Hello Michael McCann,
Welcome to Microsoft Q&A forum. It's my pleasure to help you today.
I understand your concern about the pop up you see and why you want to remove it. You are correct, this is a scam. While it does look like legitimate Windows Defender alert, genuine alerts won't ask you to call any number to resolve this.
Aside from what the other has said, if you still see the pop up after clearing the cache and cookies, please consider reset the browser settings. You can do it directly from the browser settings or you can go to Settings > Apps > Installed apps, select your browser and go to Advanced Settings > Reset.
Also, aside from the Windows Defender scanning. You should also scrim around the file and folder to see if there are anything suspicious. The popup might come from an adware that is installed in your computer from a website.
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