Windows has displayed a big scary orange prompt for at least the last decade when it isn't. More like 15-20 years IIRC.
But I'm sure people blindly click through the "Unknown author" prompt just as they would ignore a certificate error.
Orange? It's a blue warning isn't it? Is this how one of us finds out he's colour blind?
Like I said, theres a LOT of open source projects that show that prompt. Signing an MSI involves having a valid CA certificate, which AFAIK is not free, and goes beyond the budget of most projects.