Executables produced by Unity are not signed. I doubt they want or even are allowed to do that, as that would make life of some hacker easier - they could write code in Unity, and distribute their "evil" software with signed executable.
In my previous job we bought certificate to sign application we were creating in Unity.
As for itch.io
- I just now downloaded some random Unity game from itch, and got security warning about unknown publisher. Guntha, either you have turned off this setting on your Windows, or you are not using windows explorer to unzip. For example, if you use 7-Zip, this warning won't appear, as 7-Zip does not set property on executable indicating it was from .zip file that was downloaded from web. Default Windows Explorer unzipper sets it.