Does the installation tampers PowerShell core files? Why? What's wrong?
I restarted PowerShell and the error showed up again, Hmm.. I need to find out what went wrong, which cmdlet deals with execution restrictions...ahhhh...hmmm...right...
Get-ExecutionPolicy! So I run it:
PS C:\Scripts> Get-ExecutionPolicy
It seems that the SDK setup process reverts PowerShell excecution policy back to its default "out-of-the-box" state - AllSigned, which means only scripts that were digitally signed can execute.
PS C:\Scripts> Set-ExecutionPolicy RemoteSigned
Restarted, and the message has gone.