First of all, Windows “Gatekeeper” doesn’t block the execution of applications that don’t require installation. I tried to run PuTTY, a popular tool on Windows and it works.
Secondly, Windows “Gatekeeper” is based on Microsoft SmartScreen, which means disabling SmartScreen will turn it off too. Prior to application execution, SmartScreen will send file hash and publisher information(including certificate thumbprint) to Microsoft’s server, then SmartScreen server send back metadata including application reputation. Response is signed with a specific key that will be checked in client side for message integrity.
Unlike macOS, attempt to start application from console(e.g. Command Prompt and PowerShell) will trigger “Gatekeeper”.
Attempt to start application from PowerShell
The window is web-based. Although you can’t modify the response directly(no one wants to deal with sha256RSA unless the key leaks), you can attach a debugger to have some fun with it.
“Rickrolling” in Windows SmartScreen
Microsoft claims that this feature is opt-in for most Windows SKUs (except Windows 10 Cloud AFAIK), and it is not revalent to UMCI (User-mode Code Integrity), which is enforced in Windows 10 Cloud.