Apologies, I was about to reply but you have summed it up nicely Paul.
Yes, for a few years MS throws an error message when installing uncertified software. I'll sort out the Microsoft certification and code signing bit in the fullness of time, there are quite a few hoops to jump through:?
My own experience with AV software on Windows hasn't been great; AVG and McAfee have hit me with a number of false positives in previous years so I just use the Microsoft Defender that's built into Windows these days. However, it's a matter of what your comfortable with.
Regards,
Duncan