Yes, you get the “developer cannot be verified” error if the code isn’t signed. Which is perfectly fine, I don’t see how this is anti-consumer.
It’s $99 for a code signing cert (per developer account) on macOS/iOS, which I believe is less than what they cost on Windows.
Also, an individual Microsoft Store cert is $19 (one-time, not per year), and a company account is $99.
It’s not like Apple is stopping you from running it. 1 quick google search and there you go. It’s a good design, in my opinion.