Windows Shortcut Files Security Feature Bypass Vulnerability

According to the CVSS metrics, successful exploitation of this vulnerability could lead to no loss of confidentiality (C:N), but could lead to some loss of integrity (I:L) and availability (A:L). What does that mean for this vulnerability?
While we cannot rule out the impact to Confidentiality, Integrity, and Availability, the ability to exploit this vulnerability by itself is limited. An attacker would need to combine this with other vulnerabilities to perform an attack.

How could an attacker exploit the vulnerability?
In an email or instant message attack scenario, the attacker could send the targeted user a specially crafted file that is designed to exploit the vulnerability.
In any case an attacker would have no way to force a user to view attacker-controlled content. Instead, an attacker would have to convince a user to take action. For example, an attacker could entice a user to either click a link that directs the user to the attacker's site or send a malicious attachment.

According to the CVSS metrics, successful exploitation of this vulnerability could lead to some loss of integrity (I:L) and some loss of availability (A:L). What does that mean for this vulnerability?
An attacker can craft a malicious file that would evade Mark of the Web (MOTW) defenses, resulting in a limited loss of integrity and availability of security features such as SmartScreen Application Reputation security check and/or the legacy Windows Attachment Services security prompt.

How could an attacker exploit the vulnerability?
To exploit this vulnerability, an attacker could host a file on an attacker-controlled server, then convince a targeted user to download and open the file. This could allow the attacker to interfere with the Mark of the Web functionality.
Please see Additional information about Mark of the Web for further clarification

Security updates
10.0.17763.7434 — https://support.microsoft.com/help/5060531
10.0.20348.3807 — https://support.microsoft.com/help/5060526
10.0.20348.3745 — https://support.microsoft.com/help/5060525
10.0.19044.5965 — https://support.microsoft.com/help/5060533
10.0.22621.5472 — https://support.microsoft.com/help/5060999
10.0.26100.4349 — https://support.microsoft.com/help/5060842
10.0.26100.4270 — https://support.microsoft.com/help/5060841
10.0.25398.1665 — https://support.microsoft.com/help/5060118
10.0.10240.21034 — https://support.microsoft.com/help/5060998
10.0.14393.8148 — https://support.microsoft.com/help/5061010
6.2.9200.25522 — https://support.microsoft.com/help/5061059
6.3.9600.22620 — https://support.microsoft.com/help/5061018