I suppose Steam handles Windows game installation, so you don't need Windows installer code signing. But it's worth pointing out that for non-Stream applications, compared to the cost of signing a Windows installer, the $99 yearly fee for Mac is an absolute steal. For windows, you need to get an EV code signing certificate and the cheapest option is $150 US per year, but you ALSO need a >$100 token device. Typical prices for a certificate are 300-500 USD per year.
Figuring out how to do production code signing on Windows, and where to go to get your app trusted after signing, is also way harder on Windows. In contrast, implementing Apple's code signing is both cheap and easy.
The token requirement is a pain. We settled on using Azure Key Vault and AzureSignTool [1]. It costs $5 a month for a HSM key and you can sign things from anywhere.
That's horrible and dastardly, but at least it's far easier for users to bypass SmartScreen on Windows than the block on Macs. I wonder how many Mac users actually know how to.
If you just get a regular (cheaper) code signing certificate I realise SmartScreen will still block you anyway until enough people have installed it, but how many is "enough"?
Figuring out how to do production code signing on Windows, and where to go to get your app trusted after signing, is also way harder on Windows. In contrast, implementing Apple's code signing is both cheap and easy.