If you ran this test in a virtual environment that is the problem, UAC needs direct access to the kernel which is blocked in virtual environments. Also like it said some keygens, some Trojans and other type of password loggers sometimes will not trigger UAC prompts because they don't do anything that harms the system or tries to make changes to system or user files.
So you need to research the samples that you used and make sure that they do try to make changes to system or user files.
Most trojans to not infect the system directly or make system changes, they sometimes download other types of malware which will infect the system, record use data and sent it back to a server, lock or encrypt user files, display fake notifications to get users to pay money, etc. The good thing about these trojans they are almost always hosted on suspicious fake alert websites and are rarely bundled with other software. They are very small in size and very obvious to a cautious user. A careful user would never manually download these kind of files unless they just wanted to test them.
Even though so far nobody has provided a malicious file that can bypass UAC, other than certain types of trojans that don't infect the system or cause changes to the system config or user files, that doesn't mean that these type of malware don't exists but it does mean if they do exists, they are very extremely rare. So rare that you are more likely to be exposed to malware that tries to bypass HIPS, sandboxing and virtualization which has been proven to exists but also rare.
For hacking a system to bypass security- it happens all the time to businesses, large companies, governments and military agencies.
But is extremely rare for a home user to get hacked since there is not enough data to collect from a home user system.
Hackers are professionals and are paid good money to hack systems- but the price to pay if you get caught is very severe punishment, even death sentence in some countries. Hackers will not take the risk to hack a home user's system unless they know they can get very valued data. If a hacker wants to hack your system then they will and there is nothing you can do to stop it no matter what type of security features you have installed. If they can hack into the most secure businesses in the world, then they could very easy hack your system. Nothing is hack proof.
But you do have control over what you download and execute which is the best protection they you can get.
Malicious files just don't magically appear on your system, you have to manually allow them, the only exception is if your system happened to get hacked then they is nothing at all you can do to prevent it.
Enjoy!!