Okay, on my computer with ESET, HIPS is "checked" but, in fact, is not activated. So, it was an illusion of an enabled HIPS, but it's not.
In Windows 10 ESET products seem to have a broken HIPS, just go Windows Defender and MBAM Pro, it's what anyone uses anyway, it works just fine in Windows 8-8.1, it'll work just fine in Windows 10 too.