Getting the balance between security and usability right is tricky. It doesn’t make sense to have to click yes to trust software when you run it a hundred times a week, pretty quickly you are just clicking and not actually considering the risk. At the same time, for an airgapped systems where updates are rarely installed and the impact is much higher it makes sense to only allow whitelisted software and prompt each time
It does prevent you accidentally running something that you didn't expect to be an executable in the first place as is the case here. I doubt you're running executables off of USB drives hundreds of times a week on air gapped machines.