I have heard it is to do with how windows antivirus works.
Since the registry is like 10,000 seperate files.
It chokes on them.
I have heard there is an upcoming feature to allow the package manager to work with the registry being kept inside a tarball, which is specifically being added to deal with this
This is a Windows issue, I'm pretty sure. My solution is easy, install Julia under WSL. In fact, after moving from MacOS to Windows, this is my goto solution: install as much as I can under WSL.