Yes, as a security measure, macOS Catalina sends some small info (can be seen by packet size) about unsigned executables to the Apple servers. 

A simple  C program as illustrated in .. 

- https://apple.stackexchange.com/questions/391379/does-macos-phone-home-to-apples-servers-before-running-an-app-for-the-first-tim
 
.. can demonstrate the lag in startup on poor internet connection conditions.

- https://lapcatsoftware.com/articles/catalina-executables.html 

The article has detailed observations, tests and commentary on the process.

You can block the `syspolicyd` process from connecting to the internet, and it won't hinder its normal functioning locally, using a firewall. 

I use LuLu, since it's free. A lot of people use Little Snitch. 

- https://github.com/objective-see/LuLu
- https://www.obdev.at/products/littlesnitch/index.html

Many other apps also ping their servers on startup or quitting: Firefox, 
Adobe, 
Sublime Text etc. 


Other threads:

- https://apple.stackexchange.com/questions/94282/which-free-alternatives-to-little-snitch-can-i-use-to-block-internet-traffic-per
- https://apple.stackexchange.com/questions/40468/how-can-i-get-the-exact-urls-requests-that-a-program-is-trying-to-connect-to
- https://apple.stackexchange.com/questions/34150/reasons-to-prefer-little-snitch-over-the-built-in-firewall
- https://apple.stackexchange.com/questions/86517/firewall-for-outgoing-connections/86526#86526