Seems to be related to the fact that the application is "technically" unsigned and MacOS wants you to allow it explicit permissions, but it is not clear how to do so for a plugin. Some others have had situations like this and some have had luck by just right-clicking the plugin file and clicking "Open" at least once. Try some of these solutions!
https://support.apple.com/lv-lv/guide/mac-help/mh40616/mac
https://github.com/hashicorp/terraform/issues/23033#issuecomment-539736692
https://community.vcvrack.com/t/rack-cant-be-opened-because-apple-cant-check-it-...