Hi jan-eric.andersson,
Thank you for the screen shot. It appears that this is an added security setting with Windows making sure that you are installing apps from trusted sources similar to Microsoft Store. To change this setting. Give the steps below a try.
Make sure you are logged in as an Administrator on your computer.
- Go to settings
- Go to Apps
- Under Apps and Features, Installing Apps only from Windows Store helps protect your device. Make sure this is set to "Anywhere"
- Restart your computer and try your Comodo uninstaller installation again once your computer is booted back.
Let me know how it goes. Have a great day!