It's odd that this happens as we're using nsis installer and it doesn't happen with that (it does with MSI installers sometimes, I experienced it first hand this week when I downloaded the npgsql installer (msi file) from github and saw exactly the same dialog as you saw with our installer). We can't reproduce it here with a normal Domain user downloading the zip from our website, unpacking it. The installer needs to run as administrator, so when starting it, you'll get a dialog where UAC requests the credentials of an administrator and whether the user wants that.
You did download the zip from our website, unpacked it and then saw this dialog? Or did you put the .exe on a local intranet website and users downloaded it from there? As that's a different situation: the exe is then 'from the internet' and Windows marks it as 'blocked'. (The reason we distribute as a zip, not as an .exe file )