Are these warnings expected?

I recently heard about Zorro and I'm looking to explore it. I tried to download and install it, but I'm seeing warnings that are ringing some alarms for me.

First, Google flagged the email as "Dangerous":


I downloaded anyway. When I try to install, Windows warns me that it is an unsigned app with no publisher:


Is this expected? I'd love to try Zorro, but seeing separate warnings about the email from Google and about the installer from Microsoft is making me a bit wary of installing this on my computer or using my broker credentials on it. I've deleted the installer and didn't go through with the install for now.

Yes, this is expected. Microsoft believes that we should all roam the world in 20 layers of bubble wrap for our own safety.