I should clarify -- by not verifying the developer, I think that Apple automatically labels the application as malware.
the solution: when that pops up go open system settings app or whatever it's called and go to security and privacy, then go to the general tab, and at the bottom where it says (game name here) is by an unverified publisher click the allow button or whatever it says and you can play the game now! no more popups when you try to run the game. tho you have you do it for every game on the first time opening the game.