Yeah, you'll have to bypass all those securities if you want to download. We are working on getting our application certified with Apple, Microsoft, linux and all the browsers. If you're worried about security issues, the whole product is open source. You can check it out on our github. But, I promise, everything stays on your system.
If you want to be extra safe, you can clone/fork the repo and compile/build the dmg yourself. First, run `yarn` and then run `yarn package-mac`