In my book (I started using computers during ther Windows 3.0 era), this clearly does not qualify as "working just fine on Windows as it always has", no matter how you spin it.
File Settings > This file come from another computer: Unblock
PowerShell > Unblock-File
Add your smb file share as trusted: Internet Properties > Security > Local Intranet > Sites
I hate it too that you need to sign software that you want to publish. Totally destroys the economics of little shareware type software.
For my specific problem/situation, the executable in question gets transferred to the target machine on a read-only UDF file system burnt onto a USB thumb drive. Other Golang executables from FOSS projects on the same filesystem execute just fine (I guess they have better "reputation", due to their hashes being registered with MSFT somewhere).