You can right-click the file on macOS and press open, and then press "open" in the prompt that appears to bypass the "this app is unsafe" prompt.
I can't on Monterey 12.1. Right click open gives me two options: move to bin, and cancel
Hmm, interesting. Right click open for me (Ventura right now), gives me this (the 2 is because I had to redownload to get the prompt again):
