Re: Could Defender stop showing a warning icon...
Yes, it could. I'm probably 12 hours too late for this post to be seen, but here goes:
Screenshot 1: https://i.imgur.com/dnIkfvs.png
Here, I have just turned off Automatic Sample Submission. Notice how the Defender tray icon is showing a warning icon, along with an alert in the main Defender Security Centre window.
Critically, clicking the "Dismiss" link by the alert does not just dismiss the alert from the Security Center window: it also dismisses the warning icon from the system tray.
Screenshot 2: https://i.imgur.com/AjHPfxB.png
Notice how Automatic Sample submission is still set to "Off", yet the tray icon has a happy little green tick icon on it again.