There absolutely is a reason. Microsoft's reason. Scaring users away from independent software distribution means more people will use the Windows Store.
Unfortunately, Android, iOS, and MacOS are the alternatives non-technical people look at, and they're all much worse about installing software than Windows.
Of course! If they made independent software distribution impossible at the same time as introducing the store there would be an enormous backlash.
The strategy is to introduce the store and slowly make independent distribution more and more onerous, using security as justification. When people complain you can say "just put your app in the store and you won't need to worry about signin/notarisation/etc."
You mean the "Open File - Security Warning" popup that has existed since XP?
I have never seen a regular computer user not clicking the "Run" button in less time than it takes to read anything in that window. One notable exception I can see is people who've pirated games from gog.com, and want to check that they're unmodified.
It's not gaslighting to point out the error in @Complexicate's argument. If you want to convince people here then you need to get your facts straight rather than making childish statements.
