This happens with all non Microsoft apps, prior to being verified by Microsoft.
Apps like Blender are updated so frequently, Microsoft can’t keep up with the millions of apps out there being updated.
Blender is continuously evolving, but sometimes apps need updating because it needs to work with the latest version of Windows, so its a constant cycle of unverified installations.
Clicking ‘Install Anyway’, when you download from a legitimate reputable source, isn’t really a big deal.
With constant Windows updates that install a basic GPU driver that overrides the latest manufacturer driver, that’s annoying! 🤬