They tried. UWP and the Windows Store did loads to boost security and make the source of apps verifiable, but people hated it and barely used it, so the holes they were supposed to patch stayed open. The store itself did have the problem that part of its raison d'être was to try and take a cut of the sales of all software for Windows, like Apple do for iOS, and UWP made certain things a pain or impossible (sometimes because they were inherently insecure), but UWP wasn't tied to the store and did improve even though it's barely used.