Only drivers have to be signed on Windows, and even then not all kinds until Windows 8. Also many apps, including Visual Studio Code, are available in 'run from USB' form, so there's no installer, just an archive you unpack and run. Those archives can be modified and redistributed without invalidating any of the PE signatures within, but since nobody pays attention to these signatures anyway and Windows doesn't enforce them, yeah, this is typical Black Hat-week PR nonsense.