Unfortunately, Android, iOS, and MacOS are the alternatives non-technical people look at, and they're all much worse about installing software than Windows.

Of course! If they made independent software distribution impossible at the same time as introducing the store there would be an enormous backlash.

The strategy is to introduce the store and slowly make independent distribution more and more onerous, using security as justification. When people complain you can say "just put your app in the store and you won't need to worry about signin/notarisation/etc."

Apple are doing exactly the same thing.

I think it's about money, not security.

You mean the "Open File - Security Warning" popup that has existed since XP?

I have never seen a regular computer user not clicking the "Run" button in less time than it takes to read anything in that window. One notable exception I can see is people who've pirated games from gog.com, and want to check that they're unmodified.