Unfortunately anyone on the web can publish EXEs. Look at how big anti-virus definitions are, for example.

Do you really want some central organization dictating who can make software and who cannot? Who could you trust with that?

I don't think they are preventing apps from being run, just showing a warning message.

seems likely. One reason I can think of: have you seen the amounts of crap the average I-think-I-know-how-pcs-work human installs, causing the OS to become totally unusable? And then they start blaming it on the OS?