After failed attempts to "convince" developers to built apps for their MS Store (and get their 30% ransom commission), Microsoft has recently started to add dirty tricks to scare people from installing non-MSStore apps. If this happens to you and you are greeted with nonsense like that:
Please use advice from Mozilla (Firefox) Knowledge Base:
https://support.mozilla.org/en-US/kb/windows-10-warns-me-use-microsoft-verified-app