Welcome Paul Carr,
Thank you for reaching out to Microsoft Q&A.
I understand your frustration, especially since you downloaded Bing Wallpaper directly from Microsoft's website.
Smart App Control checks an application's reputation and digital signature before allowing it to run. Sometimes, an application may be blocked if its signature cannot be verified.
Please try the following:
- Update Windows Security
- Open Settings > Windows Update
- Select Check for updates
- Install any available updates and restart your PC.
- Reinstall Bing Wallpaper
- Open Settings > Apps > Installed apps
- Find Bing Wallpaper and select Uninstall
- Restart your computer.
- Reinstall Bing Wallpaper from the official Microsoft Store.
- Check whether the warning persists
Launch Bing Wallpaper again and check whether Smart App Control still displays the warning.
If the issue continues, could you confirm whether the warning appears during installation or when opening Bing Wallpaper?
Looking forward to your update.