[kojoru]

You're incorrect about Windows. If you just click next several times the cert will not be added to trusted. To do that you'll have to override default settings in a non trivial way (deselect "Choose cert store automatically" and select the correct cert store) on one of the steps

I'm sure that's intentional design

[alcari]

Maybe it changed at some point (8?), or my memory's fuzzy. I haven't looked at it in several years.

Either way, trusting a root CA generally looks far less threatening than the self-signed certificate warnings.