I haven't heard of this problem before but I don't have experience with Mac. Hopefully someone who does will chime in.
If you downloaded the official IDE then you don't need to worry about it being unsafe to run so it's really just a matter of configuring your system not to block the IDE from starting. That seems like the sort of thing that you will find more well documented in online macOS resources rather than Arduino as it's not a problem specific to running the Arduino IDE.