As a user, I want to be better safe than sorry - but would perhaps be happier with a finer classification than "no problem/OMG VIRUS!"
So, spoiler: it's a bit more nuanced than "yes" or "no".
I can understand the reasoning behind this, I've seen it done multiple times to my own projects by the UX guys. I don't really know if it's net-positive strategy or not, but the fact that there is a lie involved at some level is undeniable. At least to those who didn't drink too much Kool-Aid and don't think the average user is too stupid to comprehend the truth, and therefore that it makes no sense to present it to the users.
I may be biased in the other direction, but every time I see a discussion about "dark patterns" in UI I get a feeling that they differ from the "light" ones only in what is the goal of the manipulation, but with methods surprisingly similar on both sides.
Guess it's the same for IE - i've had a few issues with executables that probably don't see many downloads...
...no, i don't use it voluntarily - but sometimes have to at work...