Microsoft would love to do that too, but it just has too much of legacy software to introduce such a major hurdle.
Even with a signature they can't guarantee it doesn't have malware. The fact that signed malware exists should be enough to put an end to the argument that it's for our own good.
My original statement had nothing to do with motorcycle helmets, but if using them required us to give up enough of our freedoms they could also become unacceptable for the level or protection they provide (or fail to provide) us.