No, you haven't.
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Your agent installer was scanned by an antivirus.
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It didn't recognize the exe.
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You have the option enabled to submit unknown applications for analysis.
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They ran it against their virtualization testing cluster.
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You allow anyone to connect to your rmm server (you should look into techniques to hide your server from the internet).
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Here are some examples of what that looks like.
You're sure you're typing in everything right, giving it 2FA code and can't login
TOTP is time sensitive, check your time/NTP and make sure it's right (on server and TOTP app device)! :)