USAFRet :
Since another program is stopping Steam download.
No. Malwarebytes is just locking that file so it can scan it. Has nothing to do with your account.
However, I'd suggest not doing both at the same time.
Why not?
Well...as you've seen, Malwarebytes has an issue trying to scan that particular file as it is still downloading.
Is there a particular reason the MWB scan has to be done 'now'? Just wait until Steam is done.