From what I can see online, this is a 'security' feature of MacOS Catalina and newer which requires apps to be 'notarized' which requires us to have a Mac (we don't) and to pay Apple a chunk of money for the privilege (we won't). According to the information I can find on the internet, this has been a thing since MacOS Catalina, so I don't know why it's only just started happening to you. Perhaps it's something on Ren'Py end that has changed? Regardless, nothing has changed on ours.
Sileo is 100% safe to download and play. You can safely disregard the message.
The below info might help as well.
