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That appears because there isnt enough data or people using it, once it gets to a certain amount of users it will stop showing up, Microsoft made it a long time ago to warn users of unknown software. This is easy to fix by digitally signing the distributed software (i do not know how you do that in unity). The signing certificate can also effect the threat level so if you want to bypass it you need to officially do it and not make one up.

I did here that if enough use it then it'll stop showing.  

My game demo (https://jeffweber.itch.io/just-flip-demo) has over 500 DL's and it still happens.  Problem is a lot of people probably aren't playing it because they get this warning.

I understand I can get it digitally assigned but from what I understand it's not easy and not cheap. Unless there is an indie friendly way of doing it.

-Jeff