To add to Raghav's answer above, Cobra recently posted this question on Twitter with a screenshot of what you see when you download Bitcoin Core on MacOS for the first time.
He outlines what would need to be done for Bitcoin Core developers to address this:
The fix is trivial, just sign the application with an Apple developer account certificate, and notarize it, and it will run immediately for users, without showing this warning.
But Andrew Chow explained on Twitter why Bitcoin Core developers have not done this:
a notarized app will phone home to Apple's servers to verify that the notarization is valid. This privacy concern is what stopped the attempt to notarize Core, otherwise it would have been done a while ago. Many devs are not comfortable with that invasion of privacy.
Does a user trusting apple mean that they are opting into apple being the final arbiter of what they can run on their machine? Because AFAIU, that's what app notarization does. Apple can revoke notarizations thereby preventing an app from being installed.
Cobra argues that
Core makes requests to DNS seeds, which leaks the user's privacy to random Core developers, but somehow, the user shouldn't trust Apple, their own OS provider?
Apple's walled garden is a major selling point, many people like applications being vetted and pre-approved.
That summarizes the arguments for and against the Bitcoin Core developers addressing this user experience problem on MacOS. I would expect this to continue to be a user experience problem for the foreseeable future.