Microsoft say it's no longer true that EV certificates get special treatment:

https://learn.microsoft.com/en-us/windows/apps/package-and-d...

The only option to avoid a SmartScreen prompt from day 1 on Windows is to distribute through Microsoft Store, end of story.

If you sign it yourself, via Azure or your own $200/year cert, you will get a SmartScreen prompt initially, but the prompt will stop appearing once the file hash has sufficient download history. There is no exact threshold, but it can take several weeks and hundreds of clean installs from a wide audience.

This is from https://learn.microsoft.com/en-us/windows/apps/package-and-d...