EssentialPIM

I haven't seen this issue before.

Could it be due to a Windows 10 update, that changed some of the security settings?

I was finally upgrading to 9.10.6, from 9.10.1, because EPIM was hanging.
I downloaded the app from the EPIM website. I usually follow a different installation practice (below), but this time I ran the downloaded package directly. When I ran the install, I saw a pop-up notification window:

The app you're trying to install isn't a Microsoft-verified app.
Installing apps from the Store helps protect your PC and keep it running smoothly.
[ Get app from Store ] [ Install anyway ]
Change my app recommendation settings >

Is this new behavior? Is it due to the way EPIM is packaged?

I resolved the confusion by reverting to prior installation practice: Open the EPIM .exe installation package from inside 7zip, go into the $TEMP subdirectory, and manually extract either the EssentialPIMPronnn.exe or EssentialPIMProPortnnn.exe into a temporary folder.
From there, I run the package manually, and do an install into my working directories.

That's part of MS "App Recommendations / smartscreen", "feature" (read ad for the app store).

If you would like to disable this fear tactic ad system there is plenty of how-to's. Here's the first result from google: https://www.top-password.com/blog/app-y ... ified-app/

When you download a file from Internet, the browser adds an alternative NTFS data stream with Zone.Identifier to the file. Windows uses it to identity the file as being downloaded and shows the warning with its Smart Screen feature.

That's why when you manually unpack the exe, launching EssentialPIMPronnn.exe or EssentialPIMProPortnnn.exe doesn't give you the same warning. There is no Zone.Identifier with those files and Windows has no idea that the files were downloaded.
In case when you trust the source of the downloaded .exe, [Install anyway] or unpacking manually doesn't make any difference security-wise.

Software companies have no control over browsers adding Zone.Identifier or users' smartscreen settings. The max they can do is to give the files digital signatures, which helps with avoiding other types of security warning pop-ups. And the EPIM's packages are digitally signed, nothing to add here from their side.