Apparently this is a Mac security thing I don't fully understand, but you can run it with a weird terminal command, if you want:
xattr -d com.apple.quarantine /path/to/app.app
I found that here:
https://www.howtogeek.com/803598/app-is-damaged-and-cant-be-opened/
(I'm looking now into how to become an Apple Certified Developer so this won't happen again)