Hello @scqless, in general, Source SDK 2007 does not have a linux client. This issue is outside the scope of this issue tracker, so there may be little to no feedback here.
I just tested, and this happens with Linux and SDK Base 2013 as well:

(also, this is nitpicky, but there's an extra space between "parameters" and "shown")
For reference, the "2013test" folder just contains gameinfo.txt with these contents: https://github.com/ValveSoftware/source-sdk-2013/blob/53e78c503e6e9c7d15e2eefc480755fe37dd7077/mp/game/mod_hl2mp/gameinfo.txt
So I believe at this point it happens with all Source mods, regardless of platform.
Also, I am unaware of a place for reporting Windows-specific bugs. If there is an appropriate place for them, please let me know!
@kisak-valve forgot to add the wontfix-because-we-stopped-caring-about-our-community tag
Closed because this went away on its own, probably by accident since obviously Valve doesn't pay attention to these issues.
Nothing extracted yet.
This was technically observed in Windows (and WINE), but I am unaware of a good place for reporting Windows issues. But it probably would happen in Linux too, anyways. EDIT: It happens on Linux too.
Your system information
Please describe your issue in as much detail as possible:
What should happen is that Steam launch the mod normally, as no launch options are present for this Source mod. However, instead I get an unnecessary security dialog:
This occurs on a fresh install of Windows as well as WINE.
Steps for reproducing this issue: