I'm not a MacOS user, but I'm having a really hard time getting my head around this:

1. You download an installer.

2. You activate that installer.

3. Your system tells you that the installer can run some code.

4. You agree to the installer running some code.

5. The installer installs some software, via the code that you said the installer could run.

Seems perfectly acceptable to me. If you literally cannot open up the archive file to inspect its contents without running some code inside it, that's not Zoom's problem. It's just a really stupid decision on the part of Apple.