(Of course, it's possible this game has been signed since the last thread went up, but I'm sure not gonna double-download it to check!)
Completely avoiding all the nonsense about "apps downloaded from the internet" is, at long, depressing last, completely impossible on recent versions of Mac. Devs who don't pony up to sign their Mac builds are going to get that from now on, and it's hard to blame a given indie dev.
However, as far as I can tell, games installed through the Itch app get pseudo-signed in the process, or something else bypasses the annoyance. I never needed the Itch launcher for its own sake, but it made me a kitty cat!
It has its own downsides, but you'll figure them out quickly.