The way it works today is just as simple. The OS automatic asks permission to run the program.

The UX is certainly worse, especially on Win10 where it displays a tiny popup at the bottom right side (at least in Vista and 7 it had a popup at the center and IIRC the popup even had an icon of the game/program if autorun specified one). For most users it isn't a practical issue though, just a lesser experience. If you are comfortable with computers after a while you ghost through such popups :-P.

Having said that i did have my aunt (who is generally afraid that if she does something wrong the computer will break forever) spell me out the options in a popup (for a photo dvd she got from a photographer for a relative's graduation) over the phone once though, so i'm sure that, if nothing else, it can be a bit unexpected for less knowledgeable users.