I'm going to take a guess on what's happening, so forgive any 'teaching your grandma how to suck eggs'.
If you're double clicking on the app shortcut, then you'll get a pop-up warning about how it's unsafe and "Nuh-uh, we're not letting you open it, because even though you made us one the richest companies on the planet, we just don't think you're mature enough to make those decisions."
So, instead right-click the app icon and choose 'open'.
You still get the wagging finger pop-up warning, but there will now be an option to proceed.
Total guess.