Game capture has to literally inject into a game to intercept frames from the game. It creates remote code in the game process and loads the capture hook DLL, so some anti-virus mistakenly view that behavior as malicious. It's not, and the code is available for anyone to see or compile themselves. Doing that is really the only the way to capture games in fullscreen mode.
If you don't feel safe with it, just use window capture instead, it's just about as fast, but you can only use it on a game in a windowed mode.