This is so blatantly wrong. On macs it became a little bit hrder very recently (you need to tick a checkmark in the system setting to allow untrusted program running) otherwise you just need to run the program once via right-click.
On most user-friendly linux distros you can just run installer of any program.
It’s a lot harder than that now in macOS - now you have to individually approve each new unsigned binary through the system preferences security panel.