Not much we can do about it. Windows 10 want to "protect" it's users, and will warn on any software not signed and/or installed through their app store. This also happens on MacOS 10.12 (but they are even more strict against installing software from a third-party).
Maybe a quick Google search can help you "whitelist" Natron (instructions for Mac users can be found on https://natron.fr/download//?os=Mac). If I find something I will add instructions on our download page.