Thank you very much for your reply. As far as I know, Microsoft does not prohibit users from installing applications because your computer is under your control. The prompt you mentioned is likely related to a specific setting. Please check the settings (open with Windows+I) -> Apps -> Advanced app settings, and confirm what the current option for getting apps is set to. If it is set to Microsoft Store only, this could be causing the issue. Please change it to 'any source' and see if that resolves the issue.
Best Regards
Leo Z | Microsoft Community Support Specialist