The built-in "Risks" module for "No Antivirus Detected" is not able to detect Windows Defender for Endpoint because it is a feature and not an installed software. My organization is in the process of switching to Defender for Endpoint for our antivirus and we discovered that any client computer using Defender for Endpoint is now reporting as having no antivirus present.
Case # 01005221 was opened previously to ask about this and the suggestion was made to submit a feature request because the discovery agent can only detect installed software and not built-in features of Windows.