High Sierra: No results allowing security&privacy settings for antivirus

and then, how to protect my system ?

By not installing non-Apple "anti-virus" junk, for one. Installing those products will increase your exposure to threats, due to the potential for exploits and vulnerabilities in those products. macOS is trying to protect itself by preventing you from installing them. It's working exactly as it's supposed to work. Let it.

... Apart from my behaviour e.g. not opening all kinds of mail etc.

Merely opening emails cannot introduce macOS malware. Open all the emails you want.

How do you that ?

Read Effective defenses against malware and other threats. That's how I do it. That's how I've always done it, on all my Macs, for decades now.

Non-Apple "anti-virus" junk only vary by their relative degrees of worthlessness, their detrimental effects on system stability and performance, arguably malicious system alterations, and difficulty in removing them. I personally installed and evaluated all the popular products including "Bitdefender" and "Intego". I'd rather have a virus.

You don't need anti-virus software. Improve your computer's performance by uninstalling any such third-party software.

Basics for Uninstalling Software

Most OS X applications are completely self-contained "packages" that can be uninstalled by simply dragging the application to the Trash. Applications may create preference files that are stored in the /Home/Library/Preferences/ folder. Although they do nothing once you delete the associated application, they do take up some disk space. If you want you can look for them at the above location and delete them, too.

Some applications may install an uninstaller program that can be used to remove the application. If you cannot find the uninstaller then you could download the freeware, Easy Find, to locate files that need to be removed. The places you need to search include:

1. /Home/Library/Applications Support/ folder. Check if the application has created a folder then delete the folder that's in the Applications Support folder.
2. Applications may install a startupitem or a LogIn item. Startupitems are usually installed in the /Library/StartupItems/ folder or the /Home/Library/StartupItems/ folder. Login Items are set in the Users & Groups preferences. Open it in System Preferences, then click on the Login Items tab. Select the item from the list and click on the Delete [-] button to remove it.
3. Some software use startup daemons or agents. Look for them in /Library/LaunchAgents/ and /Library/LaunchDaemons/ or in /Home/Library/LaunchAgents/.

Some applications install a receipt in the /Library/Receipts/ folder. Usually with the same name as the program or the developer. The item generally has a ".pkg" extension. Be sure you also delete this item as some programs use it to determine if it's already installed.

There are many utilities that can uninstall applications. Here is a selection:

1. AppZapper
2. AppDelete
3. Hazel
4. AppCleaner
5. CleanApp
6. iTrash
7. AppBolish
8. AppUninstaller
9. Uninstaller

For more information visit The XLab FAQs and read the FAQ on removing software.

So, how can this be resolved ?

By uninstalling those products. They're worthless.

One would think that developers of software allegedly designed to "protect" a Mac from threats would understand how to develop Mac software.

Get rid of that junk.

Now’s your chance to dump Intego. The software destined to identify and remove things that don’t even exist.