I'm repeating myself but just to put this near the root of this thread:
You should be able to right-click on the application icon and choose "open" from the context menu that pops up to make this problem go away. (Assuming you trust the developer, of course.) This message is just a more strongly worded (and less convenient) version of the dialog that has always come up when opening side-loaded apps for the first time, at least in my experience.
It looks like Apple's newly introduced "notarization" process will avoid this step, even for apps distributed outside of the official App Store, but that process will take a little bit of time. In the meantime you'll need to take the right-click-and-choose-open action.
You should be able to right-click on the application icon and choose "open" from the context menu that pops up to make this problem go away. (Assuming you trust the developer, of course.) This message is just a more strongly worded (and less convenient) version of the dialog that has always come up when opening side-loaded apps for the first time, at least in my experience.
It looks like Apple's newly introduced "notarization" process will avoid this step, even for apps distributed outside of the official App Store, but that process will take a little bit of time. In the meantime you'll need to take the right-click-and-choose-open action.