Why would you need software to use a monitor? Is this SplitScreen thing something special, or just a regular extended desktop? The article doesn’t describe it at all.
For greatest functionality, manufacturors ship specialized software and ‘drivers’ that tell Windows how to best access the features provided by the products the OEMs produce.
This particular software is a small program provided by the OEM to display the monitor’s ‘split-screen’ capability and is not strictly necessary for the monitor’s primary functionality.
Rather like a certain OEM used to provide a small program called JoyToy with every joystick they sold, which would produce “bullet holes” onscreen when you pulled the trigger of the joystick and would track them across the screen when you tilted it in any direction at the same time.
In this case, the software presented a Security Risk due to how it required the user to install it, thus the warning.
Hope that helps. :)