Hashing trhough the details of this and a couple of things come to my mind:
1. Does Cylance's "Unsafe" designation reflect only a general concern on the part of Cylance that it may be possible to abuse the application? Is this designation different in more than semantical terms from designating a file or application malicious? In other words, maybe the "Unsafe" designation is intentionally not meant to be any reason to look for a block of the app from the program, rather Cylance's point of order and statement that it may be possible to abuse the app. Maybe it's Cylance's way of giving customers a slight peek into the scope of the monitoring. I could see why they would want their customers to know.
2. I have noticed with Comodo firewall that safe Windows applications are found as contacting the internet, etc., even calc.exe (also other behaviors at times). Yes, I have see this a few times. I chalked it up to MS attempting to collect data or whatever as the IP was always MS. O/C with Comodo, Explorer.exe for example will trigger HIPs and the firewall modules when it is used to open something (under certain settings).
Just wondering if Cylance's designation is some kind of a designation on principle, i.e. this file or application can be abused. In the example of Explorer.exe, of course there are shellcode injections and context menu changes and so on that are possible...