Answer: Of course I'm not ! And since I take security very seriously, I made a research as soon as @Anon-kun reported this to me. So I personally use the Windows Defender Antivirus (yeah i know...) on my own PC and it never reported anything. So I tried an online scanner (House Call from Trend Micro) which did not detect anythinf neither. I finally found this site to which you can submit a file for free mutli-analysis and here is the report:
Antivirus scan for db1bb7031bb672d61048b7d17b9346d7536c3089b1bedf906519ea55fe771d3e at 2016-10-14 16:44:53 UTC - VirusTotal
So it seems that very few antiviruses do detect something on the file (and noteveryone are of the most trustables IMHO).
So I made a research on the software that I used to convert the .bat to a .exe and nobody reports it as a malware injecting software (and I downloaded it on a trustable site).
Now, if you want to know it all, I just used the software to make a .exe out of @sby 's .bat because I wanted to put a pretty icon on it. End of story.
The embedded .bat only launches the Loader.swf, so you don't really need it at all. If you want to not trust the .exe, just launch the Loader.swf as usual.
My own guess is that some antivirus softwares just detect that the .exe hides a .bat and consider that this is a potential trojan/malware. Which is also what some people seem to think here:
after converting batch file to exe Windows Defender shows the file as trojan why?
I hope this clarifies the problem for everybody.