Personally I don't scan for PUPs (a default setting) in on-demand scans, It is also disabled by default in the file system shields, expert settings, Sensitivity, 'PUP and suspicious files.'
It isn't possible to say that all PUPs are safe, as in many cases these are for tools that can be used for good or evil and that intent is the issue. e.g. did you install it, do you know what it does, and do you have a legit purpose for it.
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For many of the above reasons, I believe this is why PUPs aren't scanned for by default as most users would be unable to answer the legitimacy questions. Plus in the case of on-demand scans for the most part these files are inert/dormant and don't present an immediate risk.
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However, in the case of the on-access scanner, the file system shield, there is a case for scanning it as for that to be triggered it would have to be active. Though in the case of PUPs I would also change the Actions settings in the expert settings for PUPs to Ask, rather than send to chest as the first action and No Action for the second.