No it shouldn't. That's what your anti-malware is for, that's what your live protection is for, that's what your ransomware protection is for. All these are built into Windows.
Antimalware development and maintenance takes significant resources, so it should be left to the developers and apps targeting malware. Teracopy is a replacement for the default Windows copy/move handler, and that's all it should do.
If you don't like the antimalware built into Windows (which is more than most need), use third party antimalware. But in any case, it's not Code Sector's responsibility to duplicate existing free services.
Customer support service by UserEcho