That statement is just not true. We don't sign our software and we never had that happen with any customer. It neither happened to any unsigned software on any of my own machines, in spite of running Defender on them.
Nah, much more common that "SmartScreen" will assume they're malware and throw up a big warning prompt (which the user will say "can't be bypassed" because they didn't click "More info").
Seriously, though, I've had the Windows Defender thing happen to freshly compiled binaries I made. The only way to prevent it from happening is to sign your binaries, or submit them individually to Microsoft using your Microsoft account for malware analysis.
It flagged the binary as being some sort of trojan (which name I looked up and found that it was a Windows Defender designation for "I don't know the provenance of this binary so I'm going to assume it's bad") and quarantined it.