So in the case of a .wim file. it could be huge when unpacked to enable scanning, really it would be better it is didn’t use the explosive term decompression bomb as it scares people half to death.
Don’t delete this (even assuming you could) the whole idea of the recovery partition is to enable you to restore the system back to the factory defaults (how it first was when you got it) should you ever experience a serious problem. However you would probably need help with this from their support if there is no manual to follow.
Files that can’t be scanned are just that, not an indication they are suspicious/infected, just unable to be scanned.