Whitelisted programs can be dangerous too- Word macros, PowerShell scripts, etc. The code running (Word, or PowerShell) is signed and kosher, but it's being scripted or coopted into behaving maliciously.
Also, for the common case for non-developers (word/excel macros), the OS could sandbox the applications in the way Mac OS X does. That limits what macros can do, but IMO would allow 99+% of actual macro executions.