+1 x 100. This is really true. Hopefully, future versions of CF/CIS will do a better job of recognizing non-dangerous unsigned programs. If it's unsigned or not from a Trusted Publisher, usually it will be sandboxed. Cloud Lookup may whitelist an app in this situation, but it's rare, and Comodo has on occasion whitelisted malware too.
However, personally I woudn't recommend using CIS/CF other than in Proactive in spite of the difficulties.
Lately, I have been trying to inform others the complications of using Proactive mode and then using the "Unblock Applications" element on the widget. Proactive will auto-contain (sandbox) unrecognized (unsigned app or app signed by a non-trusted vendor) software. Cloud Lookup will stop this sometimes, but usually it will be sandboxed. Once sandboxed, if a user uses the "Unblock Applications" element on the widget to unblock, then all CIS/CF rules including Firewall, HIPs, and Containment will set to allow for the process. Also, it will be granted "Trusted" privilege in the files list. Many times you want to run the app outside containment but then still have HIPs warnings. "Unblock Applications" on the widget turns off everything for any app unblocked using the dialog, including again Firewall, HIPs, and containment/sandbox (no matter what all of them set to allow).
Options here are first, to unblock the application using the widget and then change the allow rules that are created to match your desire. So if you unblock (from the widget) because you want the Containment block to be removed but you still want HIPs monitoring, you must change the HIPs allow rule created when you chose the widget ublock to ask. You can also edit the Firewall rule to ask or block if you like. Then go to the Files list and click on the small magnifying glass in the file names column and type the file name. Find the file and change its status back to unrecognized. Finally, go to the sandbox rule and change it from Application ->Trusted->Ignore to Application->unrecognized->Ignore or create one if you can't find the rule. Now the app will run outside the container but with HIPs/Firewall on or as you have set them. The other way is to do all the above when you see the sandbox alert and just ignore the widget "Unblock Applications". Only difference is you won't have to change the file status from "Trusted" to "Unrecgonized" because it will still be unrecognized.
This only happens occasionally so it's not that big of a deal. Proactive is from the security perspective much much better.