It's what you get when you're an open platform. But yes, you can disable Play Protection.
Discussion
Except it'll nag you to turn it on again randomly when you install apps from anywhere else other than the accursed Play Store, and the install does not progres until you dismiss the prompt.
I feel it is a double-edged sword. While it is extremely annoying for us power users, it may have saved less tech-savvy people from falling for malware downloads.