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THe reason is that Opera is a great browser, and I am not a MS fan. This is maybe a result of my work as a IT-Manager in Norway.
Despite the fact that I did not meet any official support statements for Opera browser, and instead something like:
But the most recent reply about subject was there:
with the point about "chromium extension works already in Brave and Opera" and "Vivaldi support added" in some of future builds.
So, if your experience is about Windows and the latest Opera Browser - you could try to install F-Secure Browsing Protection extension from Google Store or any other ways for Opera - and check whether it will be enough for you or not. Description about feature: What is Browsing Protection? - F-Secure Community
As such, F-Secure BP extension works for Opera (as a Chromium-based browser) before too - but with some limitations. Maybe, on current day - situation is much better.
Other than that - F-Secure should provide basic web-protection anyway (even if extension is not installed). And downloaded files are covered by real-time scanning.