The short answer is that this has nothing to do with PyInstaller. It's a general issue with any exe in recent versions of Windows. You need to "code sign" your exe's now. It's really a money making scheme masked as a security enhancement.
As as example, you can purchase a cert from digicert. They're one of the big authorizing agents which MS will recognize automatically.
https://www.digicert.com/code-signing
Or Google "code signing" for other options.
You can also self-sign for free. Check out this SO post:
Signing a Windows EXE file
The problem with self-signing is that the user has to install your custom key first to recognize your signed exes. But... there are some tricks to silently install that first, if you want to go through the hassle to save a few bucks.
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