I did some testing of Rustup on Windows with ProcessMonitor capturing all file events. The creation of a single file in rust-docs requires 18 "syscalls":
8:56:27.9670280 AM rustup.exe 20964 CreateFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html NAME NOT FOUND Desired Access: Read Attributes, Delete, Disposition: Open, Options: Non-Directory File, Open Reparse Point, Attributes: n/a, ShareMode: Read, Write, Delete, AllocationSize: n/a
8:56:27.9675751 AM rustup.exe 20964 CreateFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Desired Access: Generic Write, Read Attributes, Disposition: OverwriteIf, Options: Synchronous IO Non-Alert, Non-Directory File, Attributes: n/a, ShareMode: Read, Write, Delete, AllocationSize: 0, OpenResult: Created
8:56:27.9684873 AM rustup.exe 20964 QuerySecurityFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Information: Attribute
8:56:27.9685802 AM rustup.exe 20964 WriteFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Offset: 0, Length: 7,420, Priority: Normal
8:56:27.9687324 AM rustup.exe 20964 CloseFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS
8:56:27.9790328 AM rustup.exe 20964 CreateFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Desired Access: Generic Write, Read Attributes, Disposition: Open, Options: Synchronous IO Non-Alert, Non-Directory File, Attributes: n/a, ShareMode: Read, Write, Delete, AllocationSize: n/a, OpenResult: Opened
8:56:27.9793741 AM rustup.exe 20964 QuerySecurityFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Information: Attribute
8:56:27.9794153 AM rustup.exe 20964 SetBasicInformationFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS CreationTime: 0, LastAccessTime: 2018-11-04 3:13:44 PM, LastWriteTime: 2018-11-04 3:13:44 PM, ChangeTime: 0, FileAttributes: n/a
8:56:27.9795474 AM rustup.exe 20964 CloseFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS
8:56:27.9799556 AM rustup.exe 20964 CreateFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Desired Access: Read Attributes, Synchronize, Disposition: Open, Options: Synchronous IO Non-Alert, Attributes: n/a, ShareMode: Read, Write, Delete, AllocationSize: n/a, OpenResult: Opened
8:56:27.9800764 AM rustup.exe 20964 QuerySecurityFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Information: Attribute
8:56:27.9801085 AM rustup.exe 20964 QueryInformationVolume C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html BUFFER OVERFLOW VolumeCreationTime: 2017-01-18 7:26:52 PM, VolumeSerialNumber: 28BB-82BA, SupportsObjects: True, VolumeLabel: WinÕ‚
8:56:27.9801349 AM rustup.exe 20964 QueryAllInformationFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html BUFFER OVERFLOW CreationTime: 2018-11-05 8:56:27 AM, LastAccessTime: 2018-11-04 3:13:44 PM, LastWriteTime: 2018-11-04 3:13:44 PM, ChangeTime: 2018-11-05 8:56:27 AM, FileAttributes: A, AllocationSize: 8,192, EndOfFile: 7,420, NumberOfLinks: 1, DeletePending: False, Directory: False, IndexNumber: 0x8000000202cb1, EaSize: 0, Access: Read Attributes, Synchronize, Position: 0, Mode: Synchronous IO Non-Alert, AlignmentRequirement: Long
8:56:27.9801636 AM rustup.exe 20964 CloseFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS
8:56:27.9804884 AM rustup.exe 20964 CreateFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Desired Access: Write Attributes, Synchronize, Disposition: Open, Options: Synchronous IO Non-Alert, Open Reparse Point, Attributes: n/a, ShareMode: Read, Write, Delete, AllocationSize: n/a, OpenResult: Opened
8:56:27.9806919 AM rustup.exe 20964 QuerySecurityFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS Information: Attribute
8:56:27.9807270 AM rustup.exe 20964 SetBasicInformationFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS CreationTime: 0, LastAccessTime: 0, LastWriteTime: 0, ChangeTime: 0, FileAttributes: AN
8:56:27.9807689 AM rustup.exe 20964 CloseFile C:\Users\gordon.tyler\.rustup\tmp\tnchg8cf2r9owb5i_dir\rust-docs\share\doc\rust\html\std\macro.vec.html SUCCESS
Each of these calls is probably being intercepted by AV, which just magnifies the problem.