Hi,
yes this is a known problem and painful for Open Source. To make it short, we would need an expensive certificate (several hundred euros per year) to be able to sign the installer/exe.
Even as a non-profit organization (previously just individual developers) we solely rely on donations, and we decided not to spend the money for this, but rather use it to improve JabRef.
In the meantime use the portable version or maybe you can convince your administrator to roll out JabRef globally?
Best regards
Christoph