How about just installing a Windows service or putting something in the Startup folder or CurrentVersion\Run or /etc/init or .config/autostart in Linux, etc.?
Will anything prevent that software from starting and then going full screen and imitating the normal Windows GUI while behaving arbitrarily at the discretion of the malware writer?
If they block any autostart of non-Microsoft-signed programs, they'll break a ton of existing setups, while otherwise secure boot will provide no security whatsoever.