Assume that you use SQL Server 2019, you may notice the unsigned files are installed through the Microsoft MPI which is installed as a component in the RTM baseline.
The affected files are as follows:
C:\Program Files\Microsoft MPI\Benchmarks\IMB-MPI1.exe
C:\Program Files\Microsoft MPI\Benchmarks\IMB-NBC.exe
C:\Program Files\Microsoft MPI\Benchmarks\MpiPingpong.exe
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
This issue is fixed in thefollowing cumulative update for SQL Server:
Aboutcumulative updates for SQL Server:
Each new cumulativeupdate for SQL Server contains all the hotfixes and all the security fixes thatwere included with the previous cumulative update. Check out the latestcumulative updates for SQL Server: