Maybe this changed with Windows 8, but till Windows 7, Microsoft did a good job conditioning people to completely ignore the signature.
Or at least the status of the signature, whether it is trusted or not. Is there a further escalation if there is no signature at all I'm not aware of?
If not, there was a great article describing how much work was needed to get the small green checkmark by getting a signature as trusted, and how this did not have any benefit at all (because of styling and design of the dialogue, and UAC asking anyway for confirmation). Of course I don't find that now, but I'm pretty sure it was on HN some time ago, maybe you saw it (probably before Windows 8).
Getting binaries signed isn't that hard either.
Hahaha... no, not really. Pretty much every commercial app is signed, even if it's a freeware. Otherwise you get promptly hell-banned by MS's own SmartFilter and flagged as suspicious by every antivirus.
Edit: more sarcasm