Newbie-ish: what is sucuri-filemanager.php? Wordfence recommends its deletion

My site is running Wordfence and the free version of Sucuri; all plugins up to date. A Wordfence scan showed this alert:

>File appears to be malicious or unsafe: sucuri-filemanager.php … This is a legitimate but unprotected file manager and should be considered vulnerable. We recommend its immediate deletion.

Should I be concerned? Is sucuri-filemanager.php a legitimate file, and does Sucuri need it to function?

Thanks!

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