There was a regression introduced in JDK 15 of jpackage tool on Windows. The file permission of the built EXE has changed. The file is now ReadOnly. Both EXE and MSI was ReadWrite, now EXE is Read-Only while MSI is still Read-Write
The EXE can no longer be signed because it cannot be modified. I just filed a bug report on this internal review ID : 9070046 /Sverre
