At least the user should be informed, meaning it should show the bare minimum to allow us to act upon. Something like "USB keyboard connected: [Device specified name]" for common device types. More complicated/dangerous stuff should only run after user acknowledgement. This way there is at least a significant risk to get caught / chance for the user to catch it.
Not sure if I just mis-configured my windows, but it is certainly lacking on that front. The Settings -> Devices -> USB having just a single checkbox for error popups is probably not a good sign.