99% of users are not going to understand why they can't just double click the app to run it. And the second they see macOS gaslight them into thinking self-signed applications are radioactive biohazards via scary warnings, they aren't going to take additional complicated steps to run the app they wanted to run in the first place.
Users will just assume the app is broken, a virus or that you're a hacker, all because of the way macOS treats apps from developers who didn't pay the Apple tax or submit the app to Apple's panopticon for approval.
Users should not have to know some cursed and arcane ritual to run the apps they want to run.
I think a little informative friction letting novice users know they are choosing to load/launch without Apple Store protections is reasonable.
However, any attempt by Apple to scare vs. just inform/confirm would be a dark pattern we don’t need.