Thanks for reporting this. This could be a false positive issue with antivirus software.
Please try these steps:
- Add Cursor to Kaspersky exclusions:
 
- Add: 
C:\Users\[YourUsername]\AppData\Local\Programs\cursor 
- Use the system installer instead:
 
- Download the system installer from Download · Cursor
 
The system installer usually resolves this completely. Let me know if you still have issues after switching to it!
Reference: Similar issue resolved here: Cursor IDE automatically getting uninstalled on win11