Because your AV is garbage. Check out a comparison on Virus Total. A heuristic detection is basically a wild guess that an executable might be malicious due to the way it works. False positives are common for low-end AV shovelware.
The red flag that caused the detection here is likely due to wrapping the program as a single exe. This is apparently a problem for Holocron Toolset as well. It's a downside of using Python.