It's not really a "warning". It's an alert that says macOS will not open this app. You _have_ to open it via Finder and Control-click + Open or there's no way to get into the program. The first alert does not tell you how to do this, and other methods of launching (e.g. Launchpad) cannot be made to work.
So unless you know Apple's secret knock, it's functionally blocked.
It's hardly a secret knock. Both the linked help article and the system help both tell you step by step what to do and I don't have an app handy to trigger the dialog, but last I looked the dialog while it didn't give you the steps there has a link directly to the system help with the instructions.
Trust me - outside of the HN technical crowd - people get very confused or scared by this and do not know how to proceed. It's a non-starter for most software aimed at the 'everyday user' crowd (I've seen the bug reports and customer complaints first hand).
So unless you know Apple's secret knock, it's functionally blocked.