If it is acceptable with you, post a link to the app in question.
I'll see if I get the same warning when I try to install it.
Meanwhile, run a full virus scan to make sure there is no virus interfering.
If you don't have Malwarebytes, I would suggest you install the free edition and run it. Malwarebytes is one of the best, if not the best, in the business. https://www.malwarebytes.org/products/
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