WindowsDefenderApplicationGuard.wim

Windows image Reference

A .wim file contains a disk image in the Windows Imaging Format. The file-based format stores one or more full Windows images with compression and single-instance storage. Windows Setup installs the operating system from install.wim. The DISM tool captures, mounts, and applies images. Recent update packages also carry payload in WIM containers.

A file extension is only a part of the file name. It does not give a guarantee about the format or the content of a file. But on Windows, the extension selects the program that opens the file.