They obfuscate it more than just pressing "Yes". You get a big warning saying Microsoft Defender has protected you, and the only clear option is "Don't run"

https://cdn.advancedinstaller.com/img/prevent-smartscreen-fr...

In order to run, you have to click on "More info", and then a second "Run anyway" button appears.

There's way more than 5% of the Windows userbase that gets confused and can't get past this warning.