I believe Win10 recently added (or is adding) something equivalent to directory-level permissions, so that you can mark applications unable to touch certain directories (like My Documents) unless they've been whitelisted.
It's their ransomware protection. The last time I tried it months ago, it was really aggressive to the point that it made it uncomfortable to work with my computer. Maybe that's necessary to keep people safe, but I had to disable it because basic things like downloading files and opening them with another program simply didn't work. Maybe it's improved since then?
The same thing happened with the introduction of UAC.It may be necessary though it conditions people to blindly allow as their default reaction, which is really counter-productive to safety.
It actually doesn't provide a prompt. It silently denies access (I think maybe it shows a notification in the bottom right?) and that's that. You have to navigate to the protection settings window in order to whitelist a program. Which I guess makes sense, since if you don't add friction, people will just blindly allow everything as you say. I had problems like stuff not working despite whitelisting, which is what really annoyed me. I would've left it on otherwise.