Thaaaaats a bit weird. I mean windows will try to block it at first simply because its missing a code signature (Which is basically just used to verify that the binaries haven't been tampered with or corrupted between when I build it an when you run it, But you can just click run anyway if you trust the source). Never heard of a browser flagging anything ever.
I could go and get a certificate to sign with, but I have yet to find an option that is free, or even cheap for that matter XD.