Whenever I downloaded SUPERAntiSpyware. . . Windows Defender pops up and alerts me and is like "This software has potentially unwanted behavior."
What am I supposed to do? I permitted it, but why is WD acting like that? [[PS: I got SAS right from the legit website, and I am sure it isn't rogue.]]

What Microsoft and the Defender program deem as worthy is usually completely at odds with the truth. It will stop almost every program and ask (even Microsoft's own).

SAS is a legitimate program and if it is called Superantispyware it is not going to be a rogue. Rogues tend to use their own names.

How Windows Defender identifies spyware and potentially unwanted software

What are Potentially Unwanted Programs (PUPS)?
Potentially Unwanted Programs: Spyware or Adware

Usually, when PUPs are flagged by an anti-virus or security scanner, it's because the program includes some features or additional files that can potentially be used for malicious purposes. These detections do not necessarily mean the file is malware or a bad program. It means it has the potential for being misused by others. Anti-virus scanners cannot distinguish between "good" and "malicious" use of such programs, therefore they may alert you or even automatically remove them. In these cases the detection is a "False Positive".