Perhaps it's just enough in the grey-zone that it is a "cross that bridge when we come to it" issue and that they don't need to figure out the specifics of any laws/regulation, because if they are on the wrong side of it, in the past it has been proven that these types of regulations are quite toothless.
This specific issue on its face seems a security thing, where users are warned against installing software from untrusted (as defined by microsoft) sources. It very handily doubles as a way to scare users into not installing competitors for their own applications (like browsers and office packages), of course.