It appears this behavior was introduced in Catalina, so I’d assume a complimentary fix to 11.3 will be available for 10.x - no word on timing AFAIK.
The list of security fixes for the Big Sur update 11.3 has three entries mentioning Gatekeeper: https://support.apple.com/en-us/HT212325
...whereas the list for Catalina has only one: https://support.apple.com/kb/HT212326