Honestly, if you're charging users, then there's absolutely no question about it, you get the membership. Your entire "expecting the user to do so" point completely goes out the window the second you said it's a paid app. If you have the revenue, then it's simply a cost of doing business in the Apple world. Plus, once again, you're being way overdramatic. "might not even be able to run" is taking it a bit too far. Your app will be able to run. If you don't trust your users enough to click twice, then maybe you need to learn to trust them more. It's not like it's a hard thing to do, and it only needs to happen once.
Remember, this is Apple's OS, Apple's ecosystem, and Apple's SDKs. You play by their rules or not at all. That's the way it's always been, and that's the way it will probably always be (but never say never, look at Microsoft, they're doing things nobody would have ever expected). Yes, it sucks. Yes, it isn't fair. But as with all major companies, it never is. They will always have the upper hand because they're the ones providing the user base and all the tools necessary to get the apps out there and onto their machines. As long as you are developing for their platform, you have to play by their rules. Honestly, be happy they haven't moved the default to the much more restrictive "Mac App Store" yet.
And to be fair, I see where Apple (and Microsoft, IIRC they have SmartScreen which does the same sort of thing but to a lesser extent) are coming from. I'm sure that it lowers the chance of accidentally executing viruses by quite a bit and also slowly is teaching users to think before they execute (especially if you have to right click and click Open).