The reason why executable files made from python (notably PyInstaller) are marked as malware is because of the way they are compressed.
For instance, PyInstaller uses the "--onefile" command in the terminal in order to take all your essential assets and scripts and compress them into one file, your executable file.
If anyone would like to whitelist their software, they can use this link: https://www.microsoft.com/en-us/wdsi/filesubmission
The link above will redirect the user to a Microsoft page asking them to fill out a form. After that, you just have to wait for a response from Microsoft. It may take a while, but if you truly care about your Python project then it may be worth it.
I really hope this answer helped you. Have a great rest of your day!