In defense of Andrew, until windows 10 never had I ever installed a program that made it’s own files untouchable unless you did some real fuckery with permissions.
As soon as they introduced that little warning screen in program files it was clear shit was going downhill for power users.
I discovered basic versions of windows are even more restrictive when I was unable to install my favorite lightweight pdf reader in a friend's laptop because Windows home just said that for my safety I wasn't allowed. With no option to bypass this limitation being hinted at.
Ended up installing it anyways but had to run the installer from an admin terminal (luckily it was windows 7 so it was a local account with admin rights instead of a bullshit Microsoft one)
This has to be some sort of policy being enabled. I have seen that window, but there are ways to bypass it - though in hindsight, they are not as evident. For example, right-click then choose "Open."