Wrong way around
Users do not need protecting from themselves; they need protecting from software writers. This includes all users, including security savvy ones.
Example: If the meter reader comes to your house to read your meter, you have to let them in (if your meter is inside!). However, you would probably be with them and watch as they go to the meter, read it and then leave.
Some genius software writer says that when you run a program, you open the door and then let it do anything it wants, anywhere it wants, for as long as it wants. You have no control over what it can do.
The MS options doesn't help either; you get a box that says some program wants to do something that might be bad. ( I can't even choose what is bad; conneting to the internet could cost me a fortune, so I might not want it, but I don't get a choice!). The box doesn't say what the program wants to do, and doesn't even tell me what it is; "more" just tells me "C:\windows\temp\fhsyurv.exe"
If you click yes, the program then does whatever it wants.