Individually scanning the files is similar to manually opening them up and looking at them. This forces a demigration of the data AFAIK.
From your description, the "Storage Migration" option of your scan is set to only scan what's stored locally on the machine and not demigrate the files (i.e. don't restore the archived files to their original location before scanning, and only scans what part of the file is left behind).
I can't find any reference as to whether the "Open files using backup semantics" option is supported by EV8 for scanning without demigration.
I'd recommend checking out the other "Storage Migration" options if I were you. Check out SEP's help section for more info, as I think you'll have to decide on priorities shortly (storage use vs security vs speed).