I won't argue it's right or wrong, actually. It's a choice, with different threat models driving different conclusions. Defining the failure modes with respect to security risks is a fraught business, and I hope Microsoft put a great deal of thought into it and has far more visibility into the risks than I. But it's what they appear to do, and we live in their world.
I argued elsewhere (in a late, top-level comment somewhere) that - if this is Windows's failure mode - MS should provide tools for devs to integrate into their build process that flags risky or mis-configured signature scenarios. This is too complicated, and used by too many non-security experts, with extreme failure modes, for it to be half-ass-able or easily done wrong.