An elevation of privilege vulnerability exists when the MpSigStub.exe for Defender allows file deletion in arbitrary locations. To exploit the vulnerability, an attacker would first have to log on to the system. An attacker could then run a specially crafted command that could exploit the vulnerability and delete protected files on an affected system once MpSigStub.exe ran again. The update addresses the vulnerability and blocks the arbitrary deletion.
https://portal.msrc.microsoft.com/en-US/security-guidance/advisory/CVE-2019-1161