> It's still possible, for now, to install software on Windows 11 without going through the "Microsoft Store", but I remember having to tweak some security settings to make that possible... and was really alarmed the first time I tried to install software on a fresh install and got blocked and directed to the Microsoft Store.

I’ve done several fresh Windows 11 installs lately and haven’t seen this at all.

As the other comment said, you must have used a machine that had a special mode set.