For Windows builds, only the setup executable is signed. On Windows, it's customary for publishers to sign both the setup and binaries. I understand signing the executable doesn't increase tamper resistance during download. However, signing the run-time executable provides the following advantages:
- any UAC dialog box will show Bitcoin Foundation as the publisher
- it allows users who don't use the setup executable to verify the program's authenticity
- the executable can later be verified for any tampering (especially when running across USB drives)