After some googling it looks like it might be a side effect of the "Embed PCK" feature in Godot, at least according to this github issue
Should work fine if you build without that feature in the future.
To embed PCK requires a separate tick and i haven't done that, as the games intended to just unzip the file and run, from my knowledge any program run without being signed through Microsoft (requiring an azure subscription) throughs up the "unrecognised" app warning, you have to allow it through there. apologies for any trouble running the game.