When large populations can't figure out really basic UI navigation do you expect everyone to understand security? Our operating systems should protect us more from this kind of stuff.
Meanwhile Mac will go so far as to completely deny you the right to run code it can't identify the developer of, until you go into the settings and temporarily grant yourself the permission to do so.
It is fundamentally impossible to prevent a user from doing bad things to their systems unless you are willing to 100% prevent the running of code that you can't identify with 100% certainty.