HI,
Please let us know the version of the SEP client, as well as the system configuration of the test machine.
If you are downloading a threat from EICAR.com, and if the SEP autoprotet is detecting it, the access to that file is blocked as soon as its written on the hard drive.
Also, its possible to configure from an Antivirus policy that detection notifications for the threats downloaded from EICAR can be disabled.
You can also try the following:
Add .TMP and .PART to the list of file extensions to scan will catch eicar when downloaded
Set Auto Protect to Scan All files
Aniket