Windows blocks it because the app is not digitally signed with a Code Signing Certificate ($200+/year). You can still install it if you press in the "Show more" button and then "Run anyway".
The problem likely isn't the money, but rather it would paint a big red target on their back with a legal entity to sue. And it wouldn't surprise me if Microsoft would easily revoke a certificate, even without any legal judgment.
That's the problem with code signing. It's just an attempt to graft the status quo monkeysphere onto the digital realm - you "know" the author of the code, so therefore you trust it completely, because you can sue them post-hoc if they harm you. This doesn't scale to the digital world, but that hasn't stopped these unimaginative power-hungry companies from trying to force us into it.
