Hello mmmmay, and welcome to Seven Forums.
That is one thing people need to be careful of as not to just blindly click on "Yes" for the UAC prompt, and to make sure it's for what you wanted to run first. Unfortunately, it is an easy bad habit to get into.
It would indeed be hard to know if a program was infected if you run as usual without any noticeable problems, but if it was to try and run without you knowing about it, then that is where the UAC prompt would be handy to get to have a chance to deny it and find out why it was trying to run.
An exception list for programs would have defeated the purpose of UAC if a program on the list should be spoofed or hijacked by malware.