The macOS installer package is not signed like your other apps and can't be opened on Catalina: <img width="532" alt="image" src="https://user-images.githubusercontent.com/3637842/81123567-fc0d8700-8ef8-11ea-9973-469dca7f4567.png">
The macOS installer package is not signed like your other apps and can't be opened on Catalina: