AFAIK this is usually a side effect of self-unpacking compressed executables, as produced by EXE packers. They have a property that's been useful to malware authors: they obfuscate the code. To de-obfuscate, you have to unpack, which some anti-virus vendors actually do for executables produced by common compression tools like UPX. For certain types of demoscene productions, however, a popular tool like UPX won't do if you can shave another few bytes using a more obscure packer that AV software are unlikely to have unpackers for. Once malware authors start using those same packers you'll get false positives based on signatures that are likely common to all software using them.