Upload files to Microsoft?

While I was using Quicken, a window popped up from Windows Defender saying it wanted to upload some Quicken information to Microsoft. I immediately assumed it was a scam and closed the window (which means I don't have the exact wording of the notice). I have been using Quicken for Windows for many years and never had that request. All my anti-virus programs say my computer is "clean." Is this a normal event for Defender?