They are envious of the Google and Apple walled gardens/cashcows and are now determined to turn Windows into one.
Windows is no longer a product for users, the users of Windows are the product for Microsoft to be shoved into the Azure sales funnel.
But I expect the new leadership will not put much value on this. I imagine it'd play out that first to "to enhance the security and improve the UX" they'll start a shoving a bunch of nagging dialogs in the users face "this app is not safe" etc.
Then they'll add a flag to enable "unsafe mode" where the user can run unverified / unsigned code.
Then finally they'll just nuke the flag.
After all requiring that the ecosystem with the most "important" apps such as their own office suite, slack, adobe etc. grind out new versions with digital signing is not out of alignment with these companies incentives and development cycles either.
In fact I would not find it surprising if these companies would actually be approached by Microsoft to participate in any such scheme and get offered some kind of "discount" or reward (whether it's app store discount or whatever else) and these companies would only see it strengthening their own moats against any possible competition.
And I'm talking about the consumer use case, not the corporate.