CORRECTION:
my second PC (HP notebook), not yet updated to the most recent Win11 updates, does not throw a Windows possible threat warning.
This main workstation which is fully updated on everything, does throw a potential threat warning from Windows when launching 7040 installer as administrator. Simply doing install anyway works, of course.
This may or may not be related to the root certificates update. This is only difference between my two PCs; as I held off on the HP update as reports were in the wild of bricking the firmware (easily fixed, in safe mode, and disabling something).