Hi,
Have you enabled Smart App Control in the Windows Security app? This popup usually appears because the Geode app you mentioned isn't digitally signed. In other words, the developer didn't sign the app with a digital certificate to verify its identity, confirm that the app was published by them, and ensure that it hasn't been modified by someone else since it was released.
To see if this resolves the issue, you can try turning off Smart App Control. Open the Windows Security app, then go to App & browser control > Smart App Control settings and disable it. Just a heads up, recent Windows updates allow Smart App Control to be turned on and off without requiring a clean installation. However, if your Windows version isn't up to date, you may need to perform a clean install to re-enable it later. Also, this lowers the security on your PC, so it is highly recommended that it is enabled if you often install apps from the web.
In addition, I'd recommend reaching out to the game developer and asking them to digitally sign the app. That way, it should be less likely to be flagged by Smart App Control in the future.
For other details, I recommend that you check this article about Smart App Control