What was exactly the WD reaction? How did you recognize that the DLLs were detected? Did you see any WD alert when using the computer?
The first time I ran the installer, WD immediately pushed a notification from App & browser control that said it detected a potentially unwanted app and to go to Windows Security for options.
UPDATE: I decided to try it again for experimental purposes, downloaded the installer from Edge Chromium wasn't blocked by SmartScreen, I run the installer, WD says PUA was detected, this time I tell WD to take proper actions to remove fusion.dll while the CF installer is installing the software, WD pushes another notification that says "Actions needed in Windows Defender. Microsoft Defender Antivirus has detected PUA:Win32/FusionCore in Fusion.dll, please restart your device." After successfully installing CF, I reboot, upon reboot, everything works fine, WD reports that the file has been removed and CF works just fine, I'll report back when anything else happens.
Also Microsoft seems to be going through an identity crisis when it comes to their built in antivirus, the notification I received said "Actions needed in Windows Defender." But it also mentions Microsoft Defender Antivirus in the same notification, worse yet when you look at the security providers in Windows Security, you'll see Windows Firewall, but clicking the link to open the app for the firewall leads you to the Firewall & network protection page in Windows Security, where it mentions the firewall as Microsoft Defender Firewall, and to confuse things even more, they still it label it as Windows Defender Firewall in the legacy control panel...