Hello, that's a really common problem among Renpy games (it even says that for my computer even though I made it lol), and it's because your computer classifies it as by an unknown developer.
I promise you, I'm not smart enough to program anything malicious into the files.
Examples of more Renpy games having the same problem: https://lemmasoft.renai.us/forums/viewtopic.php?t=44483