This warning is a feature of Windows Security Center (WSC) starting in Windows 7.
It is not exclusive to deployment via SCCM.
If WSC detects that FortiClients RTP is disabled, it will display a warning to the user telling that it is disabled.
When you use WSC's interface to re-enable FortiClient's RTP, WSC runs FCWsc.exe to re-enable FortiClient's RTP. If it is the first time you have done this, WSC will display this dialog to confirm your intent.
Note: The FCWsc.exe file is digitally signed by Fortinet.
You can verify the file is signed and untampered by viewing the file properties -> digital certificate tab -> select the certificate, and click Details. The dialog that pops up will display the validity of the files signature and the signing certificate information. The thumbprint of the signing certificate is 'b2 7f 93 8a 1e 7f 31 4a 7b 60 c4 8e a1 96 96 1c da a0 9f 7a'
Yves - regarding the code signing certificate that you mentioned that can be supplied to the FortiClient Configurator tool. The configurator only uses that certificate to sign the executable file installer that the configurator tool creates.
It does not use it to sign the installer 'payload' (the files that are installed onto the computer).