How to fix Heroku CLI installer error "This app has been blocked for your protection" on Windows 10?

I am on an admin account and have downloaded the Heroku CLI installer from here.

Whenever I try to install it, Windows gives me a message:

"This app has been blocked for your protection"

and shows me that the Publisher is Unknown.

Has anyone else had the same problems? What was the fix? I'm sure the installer from the official site is legit but you can never be too safe.

EDIT:

To clarify, Windows does not give me a "More Info" option. The only thing I can do is click "Close".

https://stackoverflow.com/questions/67164582/how-to-fix-heroku-cli-installer-error-this-app-has-been-blocked-for-your-protec April 19, 2021 at 11:08PM