Windows 10 SmartScreen say Unknown Publisher after download from web

I have a code signed application (signed sha256) which works fine when copied around the local network. But when I store it in an Azure blob, download it and run it, SmartScreen show Unknown Publisher. The same also happens when I store it in the Google Drive and download and run it. I have tried putting the application into a zip file then download the zip file, extract the application and then run it, but the same still happens.

Does anybody know how to make SmartScreen recognise the application's publisher after downloading from the web?