Its only a check to see if your AV is working as expected rather than testing how good it is. The fact its just a text file means it is safer than trying to test the AV with a newer real virus. If the EICAR text file doesnt get caught by your AV for whatever reason, nothing bad happens. If you tested with a real virus, you would get infected.
Probably not the best way of explaining it from my side either lol, but hopefully you get the drift too