I believe I've cracked this one, thanks to @LPChip:
As explained by others, having ownership of a folder ensures you will not be met by annoyances from the OS.
Customize the ownership and permissions all you want, but make sure along your changes you also* grant full access to All Application Packages group.
That group is the difference between Win 7 and 10.
*The logic is to never break OS access to OS files. By OS I mean SYSTEM, TrustedInstaller, and All Application Packages.
For instance, in my PC, I grant the Administrators the ownership of the whole C: unit.
Then, I grant Full Control to Administrators, Everyone, nt service\trustedinstaller, system, and finally, All Application Packages.
I installed a fresh Windows 1903, made those permission changes in safe mode (so less files are in-use by the system), booted in normal mode and updated to version 1909.
I also had a non fresh install of windows 10 v1909 on a different partition. Made all those changes there too, and everything seems fine.
There also exists an All Restricted Application Packages, which is naturally applied to the Windows folder, Program Files, etc, and seems that it is only possible to grant permissions to this group via Powershell.
But I did not go through this hassle, and everything seems to work well...
Awayting now peer review before turning this answer into a new topic
Bye bye annoying and useless permission request !
I copied without hassle a program recognized as dangerous onto the Windows folder, for testing. The only one that complained was the Defender
Anyone willing to comment about the "danger" of these changes will be barking on the wrong tree, as everyone here on this topic came for this.