I use LyX and I installed last version 184.108.40.206 on macOS Catalina 10.15.7.
Whenever I launch the application the system shows a progress bar saying 'Verifico "Lyx.app"...' (this is Italian, in English it should read something like 'Verifying "Lyx.app"...' or 'Checking "Lyx.app"...').
After that a window pops-up saying '"Lyx.app" è un'applicazione scaricata da internet. Confermi di volerla aprire?' (that translated is '"Lyx.app" is an application downloaded from internet. Do you confirm you want to open it?'), and I answer "yes".
This behavior is OK for the first run, but it repeats every time I launch the application, and seems more a problem of macOS than a problem of Lyx. Can someone help?