Remember when they used to mock this as part of their marketing?
Microsoft deserved to be mocked for that implementation.
Creation of a shortcut on Windows is not necessarily innocuous. It was a common first vector to drop malware as users were accustomed to installing software that did the same thing. A Windows shortcut can hide an arbitrary pathname, arbitrary command-line arguments, a custom icon, and more; these can be modified at any time.
So whether it was a mistake for UAC to be overzealous or obstructionist, or Microsoft was already being mocked for poor security, perhaps they weren’t wrong to raise awareness about such maneuvers.
If you want to teach users to ignore security prompts, then completely pointless nagging is how you do it.
The "correct answer" to this is probably that there isn't a good answer here.
Security is a damn minefield and it's getting worse every day.
This is why Microsoft was so widely mocked for just how bad their initial implementation of UAC was.
https://discussions.apple.com/thread/254931245
iOS Shortcut danger
https://cyberpress.org/unveiling-risks-of-ios-shortcuts/
But anywho, cve.org lists 78 shortcut vulnerabilities across many platforms.
I know you'd like to believe the world we live in shouldn't require permissions for a user to create a shortcut and then access it, but that... Is actually the world we live in, and have been in for a very long time.
Security is hard and it's not getting any easier as system complexity increases.
They're just two different approaches with the same flaw: People with no clue how tech works cannot completely protect themselves from any possible attacker, while also having sophisticated networked features. Nobody has provided a decent alternative other than some kind of fully bubble-wrapped limited account using Group Policies, to ban all those perms from even being asked for.