What version are you running? I just tried on Ventura, worked fine on both a .dmg package and some terminal script, both unsigned, and both would need the settings thing if I simply double clicked to open. You still get a prompt, but you have an “open anyways” option.

[–] Ironfacebuster@lemmy.world 2 points 16 hours ago

I'm on the latest version right now, but can't remember a time I've actually installed something on this version. On at least the previous version I believe I had a mix of annoying and the "open anyways" prompt, and then before that just annoyance. I can't remember exactly what I was installing off the top of my head though, sorry