Oi João
Parece algo relacionado com o Windows Defender, tenta seguir as instruções sugeridas nesse link: https://github.com/mintty/wsltty/issues/6#issuecomment-361281467
1 Go to you Windows Defender Security Center settings
2 Click on App & Browser Control
3 At the bottom click on the "Exploit Protection Settings" link
4 Go to "Program Settings" and click on the "Add program to customize" -> "Choose exact file path"
5 Navigate to "C:\Program Files\Git\usr\bin\sh.exe" and add it
6 Override and turn off the following:
Mandatory ASLR
Randomize memory allocations (Bottom-up ASLR)
7 Click "Apply" and now everything should work fine.
Opa!
Qual versão do seu sistema operacional? Tá tentando instalar junto com o git bash?