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Brand-new computer, game installation failed. No worries? Well, now I have an incessant scriptinterpreter glitch: "Do you want to allow this app to make changes to your device?" Keeps coming up even if playing other games.

Cool, so I'll just uninstall...but it's still there! And when I try to add/remove programs through Windows...it doesn't show up.
These other games didn't do that before? Because some games, usually older titles need administrator privileges to be able to run, and they will ask for these privileges every time. On the compatibility tab there should be an option called "Run as administrator", which you can untick and the game won't ask you again. Of course this could mean the game itself won't be able to run.
I'm having exactly the same issue.